Diversification In Crude Oil And Other Commodities: A Comparative Analysis

An understanding of how volatilities of and correlations between commodity returns change over time including their directions (positive or negative) and size (stronger or weaker) is of crucial importance for both the domestic and international investors with a view to diversifying their portfoli...

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Bibliographic Details
Main Authors: Abdullah, Ahmad Monir, Mohammed Masih, Abul Mansur
Format: Article
Language:English
Published: Asian Academy of Management (AAM) 2016
Subjects:
Online Access:http://eprints.usm.my/37435/1/aamjaf120116_05.pdf
http://eprints.usm.my/37435/
http://web.usm.my/journal/aamjaf/12-1-5-2016.html
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Institution: Universiti Sains Malaysia
Language: English