Financial and energy exchange traded funds futures: an evidence of spillover and portfolio hedging.
Miklesh Prasad YadavShikha BhatiaNidhi SinghMd. Tarikul IslamPublished in: Ann. Oper. Res. (2024)
Keyphrases
- financial markets
- investment strategies
- portfolio selection
- market data
- stock market
- stock price
- portfolio optimization
- risk management
- portfolio management
- transaction costs
- energy minimization
- early warning
- empirical evidence
- energy consumption
- trading systems
- financial institutions
- information technology
- futures market
- electricity consumption
- exchange rate
- evidential reasoning
- genetic algorithm
- energy saving
- energy efficient
- energy efficiency
- information exchange
- decision making