Energy Commodity Price Risk Minimization with Precious Metals in a Multivariate Portfolio
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Cited by:
- Chen, Yongfei & Wei, Yu & Bai, Lan & Zhang, Jiahao, 2023. "Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods," Finance Research Letters, Elsevier, vol. 53(C).
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Keywords
minimum-variance portfolio; energy; precious metals; risk-adjusted ratios;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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