Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies

Adekoya, Oluwasegun B.; Akinseye, Ademola B.; Antonakakis, Nikolaos, Chatziantoniou, Ioannis, Gabauer, David, Oliyide, Johnson

Adekoya, Oluwasegun B.; Akinseye, Ademola B.; Antonakakis, Nikolaos, Chatziantoniou, Ioannis, Gabauer, David, Oliyide, Johnson.

Resources Policy ; 78:102877, 2022.

Article in English | ScienceDirect | ID: covidwho-1914958

Keywords

COVID-19; TVP-VAR; Dynamic connectedness; Asymmetric connectedness; Portfolio management; Hedging effectiveness; Islamic stocks; Crude oil

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Full text: Available Collection: Databases of international organizations Database: ScienceDirect Type of study: Observational study Language: English Journal: Resources Policy Year: 2022 Document Type: Article

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