Please use this identifier to cite or link to this item:
https://digital.lib.ueh.edu.vn/handle/UEH/70170
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Muhammad Abubakr Naeem | - |
dc.contributor.other | Najaf Iqbal | - |
dc.contributor.other | Sitara Karim | - |
dc.contributor.other | Brian M. Lucey | - |
dc.date.accessioned | 2023-11-29T08:44:31Z | - |
dc.date.available | 2023-11-29T08:44:31Z | - |
dc.date.issued | 2023 | - |
dc.identifier.issn | 1544-6123 | - |
dc.identifier.uri | https://digital.lib.ueh.edu.vn/handle/UEH/70170 | - |
dc.description.abstract | This 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.format | Portable Document Format (PDF) | - |
dc.language.iso | eng | - |
dc.publisher | Elsevier | - |
dc.relation.ispartof | FINANCE RESEARCH LETTERS | - |
dc.relation.ispartofseries | Vol. 55 | - |
dc.rights | Elsevier | - |
dc.subject | Water and timber | en |
dc.subject | Tail-risk spillovers | en |
dc.subject | CAViaR | en |
dc.subject | Oil and gas | en |
dc.title | From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets | en |
dc.type | Journal Article | en |
dc.identifier.doi | https://doi.org/10.1016/j.frl.2023.104010 | - |
ueh.JournalRanking | ISI, Scopus | - |
item.openairetype | Journal Article | - |
item.cerifentitytype | Publications | - |
item.fulltext | Only abstracts | - |
item.languageiso639-1 | en | - |
item.openairecristype | http://purl.org/coar/resource_type/c_18cf | - |
item.grantfulltext | none | - |
Appears in Collections: | INTERNATIONAL PUBLICATIONS |
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