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My bibliography Save this articleThe Interaction of Major Crypto-assets, Clean Energy, and Technology Indices in Diversified Portfolios
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- Rui Manuel Dias & Mariana Chambino & Nuno Teixeira & Paulo Alexandre & Paula Heliodoro, 2023. "Balancing Portfolios with Metals: A Safe Haven for Green Energy Investors?," Energies, MDPI, vol. 16(20), pages 1-21, October.
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More about this item
Keywords
Cryptocurrencies; Portfolio optimization; Markowitz; Spillover; VAR-VECH-TARCH;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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