Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks
Year of publication: |
2021
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Authors: | Li, Jie ; Li, Ping |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 93.2021, p. 1-13
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Subject: | WTI oil | Akaike information criterion | Chinese energy stock market | Copula change analysis | Dynamic dependence | China | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Ölmarkt | Oil market | Energiewirtschaft | Energy sector | Ölpreis | Oil price |
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