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Nassar S. Al-Nassar
This study contributes to the ongoing debate on the size effect and size-based investment styles by investigating the return and volatility spillovers and time-varying conditional correlations among Saudi large-, mid-, and small-cap indices. To this end,...
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Leon Li
This paper advances a volatility-regime-switching mechanism to investigate the intensity and direction of the volatility spillover effect in carbon?energy markets. Switching between a low-volatility (LV) and high-volatility (HV) regime, our mechanism inv...
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Garrett J. Staines, Robert P. Mueller, Andrew C. Seitz, Mark D. Evans, Patrick W. O?Byrne and Martin Wosnik
A diversified energy portfolio may include marine energy in the form of current energy converters (CECs) such as tidal or in-river turbines. New technology development in the research stage typically requires monitoring for environmental effects. A signi...
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Ahmed Al Samman,Mostafa Kotb GabAlla
Pág. 57 - 68
This study measures the economic content of three different inductors of country risk: political, economic and financial risk indices, and fundamental attributes, such as earning-to-price ratios, and its impact on net foreign portfolio equity investment ...
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Imene Debbiche
Pág. 203 - 210
This paper provides a literature review and an empirical study of the particular independent growth impact of various capital inflows in the GCC countries during the period 2005-2018. It augments the standard growth determinants with inflows of foreign d...
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Salma Zaiane,Rabeb Jrad
Pág. 245 - 254
The paper investigates the dynamic linkages between exchange rate (against US dollar) and the stock market (local currency) of Tunisia from January 2004 to April 2017. In particular, the paper tries to answer if there are any correlations between these v...
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Michael H. Daly,Gary van Vuuren
AbstractOrientation: Active portfolio managers must simultaneously maximise excess returns (over benchmarks), limit risk and observe constraints on, for example, tracking errors (TRs), betas and asset weights.Research purpose: Determining the range of po...
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Andrea E. Copping, Mikaela C. Freeman, Alicia M. Gorton and Lenaïg G. Hemery
Marine renewable energy (MRE) is under development in many coastal nations, adding to the portfolio of low carbon energy sources that power national electricity grids as well as off-grid uses in isolated areas and at sea. Progress in establishing the MRE...
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Daryna Momot
Pág. 95 - 105
The article is devoted to the study of theoretical and methodological principles and development of practical recommendations for optimizing the risks of the investment portfolio of art objects according to the level of financial security of art investin...
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José Antonio Núñez-Mora and Eduardo Sánchez-Ruenes
Oil, also called black gold, is considered as the commodity which has the greatest impact on the world?s economy, and it has been studied in terms of its relationship and effects on macroeconomic variables such as Gross Domestic Product (GDP), inflation,...
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