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http://hdl.handle.net/2445/212447
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DC Field | Value | Language |
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dc.contributor.author | Chuliá Soler, Helena | - |
dc.contributor.author | Muñoz Mendoza, Jordi | - |
dc.contributor.author | Uribe, Jorge M. | - |
dc.date.accessioned | 2024-06-04T17:29:51Z | - |
dc.date.issued | 2023 | - |
dc.identifier.issn | 1566-0141 | - |
dc.identifier.uri | http://hdl.handle.net/2445/212447 | - |
dc.description.abstract | Previous studies in energy stock markets have analyzed market connectedness using aggregate indexes and focusing on developed markets. We depart from the extant literature and we focus our attention on companies listed on emerging stock markets and examine connectedness from the firm’s perspective. Using a two-step approach, we remove the common global factors from energy stock returns and estimate the network of global energy stocks in emerging markets. We show that idiosyncratic components are highly relevant for our understanding of risk transmission in energy markets. Moreover, we offer precise diversification alternatives and identify the most idiosyncratically important firms and countries. | - |
dc.format.extent | 27 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | Elsevier B.V. | - |
dc.relation.isformatof | Reproducció del document publicat a: https://doi.org/10.1016/j.ememar.2023.101053 | - |
dc.relation.ispartof | Emerging Markets Review, 2023, vol. 56, num.101053 | - |
dc.rights | cc-by-nc-nd (c) Chuliá Soler et al., 2023 | - |
dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/4.0/ | - |
dc.source | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | - |
dc.subject.classification | Borsa de valors | - |
dc.subject.classification | Energia | - |
dc.subject.other | Stock-exchange | - |
dc.subject.other | Energy | - |
dc.title | Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/publishedVersion | - |
dc.identifier.idgrec | 739361 | - |
dc.date.updated | 2024-06-04T17:29:56Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) |
Files in This Item:
File | Description | Size | Format | |
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828520.pdf | 2.56 MB | Adobe PDF | View/Open |
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