Advanced
Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/70170
Full metadata record
DC FieldValueLanguage
dc.contributor.authorMuhammad Abubakr Naeem-
dc.contributor.otherNajaf Iqbal-
dc.contributor.otherSitara Karim-
dc.contributor.otherBrian M. Lucey-
dc.date.accessioned2023-11-29T08:44:31Z-
dc.date.available2023-11-29T08:44:31Z-
dc.date.issued2023-
dc.identifier.issn1544-6123-
dc.identifier.urihttps://digital.lib.ueh.edu.vn/handle/UEH/70170-
dc.description.abstractThis study explores the interdependence between timber, water, and energy markets and investigates the potential domino effect of extreme risk across these markets. Specifically, using CAViaR-TVP-VAR, we examine the role of water and timber investments as safe-havens and hedges for traditional energy markets, before and after the COVID-19 pandemic. Our results indicate that water and timber markets can serve as reliable safe-haven options for energy investors. Moreover, our findings suggest a weak link between natural gas and its counterparts, underscoring the need for energy portfolios to diversify. This study provides valuable insights for investors seeking to navigate extreme risk.en
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherElsevier-
dc.relation.ispartofFINANCE RESEARCH LETTERS-
dc.relation.ispartofseriesVol. 55-
dc.rightsElsevier-
dc.subjectWater and timberen
dc.subjectTail-risk spilloversen
dc.subjectCAViaRen
dc.subjectOil and gasen
dc.titleFrom forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy marketsen
dc.typeJournal Articleen
dc.identifier.doihttps://doi.org/10.1016/j.frl.2023.104010-
ueh.JournalRankingISI, Scopus-
item.openairetypeJournal Article-
item.cerifentitytypePublications-
item.fulltextOnly abstracts-
item.languageiso639-1en-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.grantfulltextnone-
Appears in Collections:INTERNATIONAL PUBLICATIONS
Show simple item record

Google ScholarTM

Check

Altmetric


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.