Quantile connectedness analysis and portfolio strategies among crude oil, gold, exchange rate, the US stock market, traditional and sustainable indices: Evidence from Thailand
Using the quantile connectedness method developed by Ando, Greenwood-Nimmo [1], this study investigates the dynamic connectedness relationships that exist between crude oil, gold, exchange rate, the US stock market, traditional (Stock Exchange of Thailand: SET) and sustainable (Thailand Sustainabili...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-12-01
|
| Series: | Sustainable Futures |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666188825006197 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|