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Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations

Ghazala Aziz; Suleman Sarwar; Qiong Yuan; Rida Waheed; Lucía Morales
Resources Policy · Vol. 92 · pp. 104957 · 2024
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Bibliographic Information

JournalResources Policy
PublisherPergamon
Publication Date2024-05-01
Publication Year2024
Volume92
Pages104957
Document TypeJournal Article
eISSN0301-4207
DOI10.1016/j.resourpol.2024.104957
SubjectEarth and Planetary Sciences

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NARA Access Coverage1974-09-01~Current
Journal Homepagehttps://www.sciencedirect.com/science/journal/03014207
Publisher PageOpen Publisher Page
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