Going beyond sustainability: The diversification benefits of green energy financial products
After the inclusion of Green energy financing in the list of United Nations Sustainability Goals
(SDGs) as SDG 7, the role, importance, and visibility of green financial products; all have …
(SDGs) as SDG 7, the role, importance, and visibility of green financial products; all have …
Extreme connectedness of agri-commodities with stock markets and its determinants
In this paper, we quantify the extreme connectedness between agricultural commodity prices
with food and beverage stock market returns. We find that the connectedness of returns …
with food and beverage stock market returns. We find that the connectedness of returns …
How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights …
S Demiralay, HG Gencer, S Bayraci - Technological Forecasting and Social …, 2021 - Elsevier
This study investigates the interdependence between AI & Robotics stocks and traditional
(including stocks and bonds) and alternative (commodities and cryptocurrencies) assets …
(including stocks and bonds) and alternative (commodities and cryptocurrencies) assets …
Should stock investors include cryptocurrencies in their portfolios after all? Evidence from a conditional diversification benefits measure
S Demiralay, S Bayracı - International Journal of Finance & …, 2021 - Wiley Online Library
Higher media coverage and stronger investor interest in cryptocurrency market may create
closer linkages with traditional assets, leading to deteriorated diversification benefits …
closer linkages with traditional assets, leading to deteriorated diversification benefits …
Hedging UK stock portfolios with gold and oil: The impact of Brexit
The purpose of this paper is to examine dynamic co-movements and portfolio management
strategies between UK stock indices (aggregate market index and sector indices) and each …
strategies between UK stock indices (aggregate market index and sector indices) and each …
Bibliometric analysis: a comparative overview of the literature on commodity market for the period 2006-2021
This literature-based work seeks to analyse the contribution of literature on the commodity
market and also portrays the research framework scenario for nascent researchers. For that …
market and also portrays the research framework scenario for nascent researchers. For that …
They're back! Post-financialization diversification benefits of commodities
Do alternative assets such as commodities improve portfolio diversification? The empirical
evidence is generally positive but mixed, and almost exclusively focuses on US data. Using …
evidence is generally positive but mixed, and almost exclusively focuses on US data. Using …
Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war
We study the immediate impact of heightened geopolitical tensions caused by the Russia-
Ukraine war, on volatility connectedness networks of 18 global stock markets and 5 major …
Ukraine war, on volatility connectedness networks of 18 global stock markets and 5 major …
Spillovers and portfolio optimization of agricultural commodity and global equity markets
We investigate the portfolio allocation and risk contribution characteristics of agricultural
commodities, and the volatility spillovers between agricultural commodities and global and …
commodities, and the volatility spillovers between agricultural commodities and global and …
Forecasting commodity prices using the term structure
Y Idilbi-Bayaa, M Qadan - Journal of Risk and Financial Management, 2021 - mdpi.com
The aim of this study is to test the ability of the yield curve on US government bonds to
forecast the future evolution in the prices of commodities often used in as raw materials. We …
forecast the future evolution in the prices of commodities often used in as raw materials. We …