HIGHLIGHTS
- who: GARCH and colleagues from the Department of Financial Investments and Risk Management, Wroclaw University of Economics and Business, Wrocu0142aw, Poland have published the Article: Dependence Analysis for the Energy Sector Based on Energy ETFs, in the Journal: Energies 2023, 16, 1329. of /2023/
- what: This study investigates the effects of crude oil and natural gas future returns on energy stock portfolios. The authors focus the attention on the following main periods of shocks :. The authors examine the following research hypothesis: there is a dependence between energy ETFs and the underlying energy risk factors-Brent . . .
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