Oil and portfolio risk diversification
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References listed on IDEAS
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More about this item
KeywordsOil price dynamics; feedback trading; multivariate GARCH; portfolio allocation.;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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