Energy stocks are potentially a hedge against inflation and have a number of advantages
over other forms of energy investing. This motivates us to study on portfolio management of …

Since the onset of the Great Recession in 2008, the practice of tactical asset allocation has
received increased interest from practitioners. Though commonly used in conjunction with …

Nonlinear, symmetric, and asymmetric dependence characteristics in energy equity sectors
matter to portfolio investors and risk managers because of the risks and diversification …

This thesis models the dependence risk profile, investment risk and portfolio allocation
features of seven 20-stock portfolios from the mining, energy, retail and manufacturing …

It has recently been suggested that financial speculation is now playing an important role in
daily price movements of global oil prices. This raises the question: what are important …

In this study, we propose the application of the GARCH‐EVT‐Copula model in estimating
liquidity‐adjusted value‐at‐risk (L‐VaR) of energy stocks while modeling nonlinear …

Despite ever more sophisticated risk management and measurement, investment
professionals have generally overlooked a simple but powerful measure of relative …

The COVID-19 pandemic, which has been ongoing since 2020, has caused very big
changes in many areas of life around the world. The biggest changes were recorded in the …

The prices for the major groups of personal consumption expenditures from food and
beverages to housing, transportation, medical care, and education are compiled in the …

Australia's 2000's decade saw the sharpest rise in mining investments arising from
developing Asian emerging economies' high demand for commodities like coal, iron ore …