Oil price and Gulf Corporation Council stock indices : new evidence from time-varying copula models
Year of publication: |
2019
|
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Authors: | Fenech, Jean-Pierre ; Vosgha, Hamed |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 77.2019, p. 81-91
|
Subject: | Co-movement | Copulas | Crude oil prices | Tail dependence | Ölpreis | Oil price | Multivariate Verteilung | Multivariate distribution | Aktienindex | Stock index | Volatilität | Volatility | Kointegration | Cointegration | Schätzung | Estimation | Ölmarkt | Oil market | Börsenkurs | Share price | Statistische Verteilung | Statistical distribution | Welt | World |
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