The nexus between oil and airline stock returns: Does time frequency matter?
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DOI: 10.1016/j.eneco.2022.106444
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More about this item
Keywords
Crude oil; Airline stocks; Time and frequency connectedness; Block connectedness; Portfolio optimization;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
Statistics
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