Commodity Portfolio Diversification is a risk management strategy that involves allocating investments across various distinct commodity classes or sectors to reduce exposure to any single commodity's price volatility, thereby enhancing risk-adjusted portfolio performance through the principle of non-correlated asset behavior.
95
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2017–2026
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95
Oil volatility, oil and gas firms and portfolio diversification
Nikolaos Antonakakis, Juncal Cuñado, George Filis et al. · Energy Economics · 2018 · 318 citations · Full text
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183
Pusan National University
Busan, South Korea
5 h-index
6 publications
464 citations
University of Zurich
Zurich, Switzerland
3 h-index
6 publications
1.1K citations
Northern Illinois University
DeKalb, United States
3 h-index
4 publications
560 citations
Sultan Qaboos University
Muscat, Oman
3 h-index
3 publications
176 citations
IPAG Business School
Paris, France
3 h-index
3 publications
184 citations
Linköping University
Linköping, Sweden
3 h-index
4 publications
308 citations
Texas State University
San Marcos, United States
3 h-index
3 publications
99 citations
Tunis El Manar University
Tunis, Tunisia
3 h-index
3 publications
186 citations
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Venues
- The Journal of Alternative Investments
12 publications · 537 citations
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- Energy Economics
9 publications · 1.1K citations
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- Resources Policy
7 publications · 423 citations
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- SSRN Electronic Journal
Repository · 6 publications · 300 citations
6
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- The Journal of Portfolio Management
JPM · 4 publications · 408 citations
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