Socially Responsible Funds and Traditional Energy Commodities: A Diversification Perspective for Investments

Socially Responsible Funds and Traditional Energy Commodities: A Diversification Perspective for Investments

Our work examines the relationship between socially responsible funds and the traditional energy market over daily returns data ranging from December 2015 to April 2019. We apply quantile cross-spectral analysis to measure returns correlation under different market conditions in the short, medium, a...

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Bibliographic Details
Main Authors: Mobeen Ur Rehman, Muhammad Kashif, Nader Naifar, Syed Jawad Hussain Shahzad
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-09-01
Series:Frontiers in Environmental Science
Subjects:
socially responsible funds
energy commodities
quantile cross-spectral
energy finance
non-linear methods
Online Access:https://www.frontiersin.org/articles/10.3389/fenvs.2021.709990/full

Internet

https://www.frontiersin.org/articles/10.3389/fenvs.2021.709990/full

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