Browsing Trinity Business School (Scholarly Publications) by Author "Sevic, Aleksandar"

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    • Sustainability indices nexus: Green economy, ESG, environment and clean energy 

      Sevic, Aleksandar (2024)
      In this article, we examine the spillover effects and connectedness among four prominent sustainability-related indices. We analyze daily data spanning from August 8, 2014, to April 12, 2023, to explore the interrelationships ...

    • What is the optimal weight for gold in a portfolio? 

      Vigne, Samuel; Lucey, Brian; Sevic, Aleksandar (2021)
      We show that the statistical properties of gold are negatively correlated with equities and that including gold in a portfolio will provide diversification benefits. As there is no consensus on the proportion of gold that ...