Article ID Journal Published Year Pages File Type
7358356 The Journal of Economic Asymmetries 2017 16 Pages PDF
Abstract
These dependence specifications of sectors with oil price extreme fluctuations increase the precision of portfolio re-balancing, which can guarantee higher performance.
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Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System
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