An application of copulas to OPEC's changing influence on fossil fuel prices
Year of publication: |
2023
|
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Authors: | Graziano, Clara ; McInnes, Alex |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 8, p. 676-699
|
Subject: | copulas | crude oil markets | GARCH models | OPEC | Spearman's ρ | tail dependence indices | OPEC-Staaten | OPEC countries | Ölmarkt | Oil market | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Erdölpolitik | Oil policy | Fossile Energie | Fossil fuel |
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