Diversification in Crude Oil and Other Commodities: A Comparative Analysis
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- Ahmad Monir Abdullah & Abul Mansur Mohammed Masih, 2016. "Diversification in Crude Oil and Other Commodities: A Comparative Analysis," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 12(1), pages 101-128.
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More about this item
KeywordsCommodity; MODWT; CWT; DCC-MGARCH; Diversification; Causality;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-07-05 (All new papers)
- NEP-ENE-2014-07-05 (Energy Economics)
- NEP-ORE-2014-07-05 (Operations Research)
- NEP-RMG-2014-07-05 (Risk Management)
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