Improved Blind Side-Channel Analysis by Exploitation of Joint Distributions of Leakages
Classical side-channel analysis include statistical attacks which require the knowledge of either the plaintext or the ciphertext to predict some internal value to be correlated to the observed leakages.
Abstract This study contributes to the literature on socially responsible investing by examining the diversification potential of commodities, specifically oil, gold and clean energy together with the Brazilian Corporate Sustainability Index (ISE). Multivariate GARCH models are used to model volatility spillovers and conditional correlation in pairs of stocks containing ISE. Specifically, A-BEKK and A-DCC models with spillovers are estimated. The models’ results are used to compute and analyze the optimal weights and hedge ratios for stock portfolio holdings. The greatest benefit from diversification is obtained through the acquisition of gold and then OVX.