A probabilistically constrained extension of the integrated portfolio investment model
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DOI: 10.1016/j.egyr.2019.08.054
Abstract: Abstract In recent years, new methods concerning risk mitigation techniques in energy planning strategies have become popular. Delarue et al. introduced the integrated portfolio investment model to account for supply–demand constraints. This paper proposes a… read more here.
Keywords: investment model; integrated portfolio; portfolio investment; energy ... See more keywords
Corruption’s impact on foreign portfolio investment
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DOI: 10.1016/j.ibusrev.2016.05.004
Abstract: Corruption has significant effects on a nation’s financial markets through its adverse impact on foreign portfolio investment (FPI). Yet, the effects of corruption on FPI are nonlinear and reverse J-shaped, with intermediate levels of corruption… read more here.
Keywords: impact foreign; investment; foreign portfolio; portfolio investment ... See more keywords
Does foreign portfolio investment strengthen stock-commodity markets connection?
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DOI: 10.1016/j.resourpol.2019.101536
Abstract: Abstract The heavy influx of financial institutions into commodity markets is referred to as financialization of commodities and this phenomenon argues that financial institutions increase the connectedness between commodity and stock markets through simultaneous investing.… read more here.
Keywords: foreign portfolio; commodity; stock; portfolio investment ... See more keywords