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Published in 2018 at "Energy Economics"
DOI: 10.1016/j.eneco.2018.03.013
Abstract: In this paper we examine the performance of portfolios of energy-related ETFs, under periods of market turmoil and market uptrend, using groups of clean or conventional energy ETFs. We examine seven popular quantitative investment strategies…
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Keywords:
energy;
comparative study;
trust trust;
trust comparative ... See more keywords