Volatility and dependence in energy markets
Year of publication: |
2023
|
---|---|
Authors: | Liu, Jinan ; Serletis, Apostolos |
Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 47.2023, 1, p. 15-37
|
Subject: | Copula | Crude oil price | GARCH-in-Mean model | Hydrocarbon gas liquids prices | Natural gas price | Volatilität | Volatility | Ölpreis | Oil price | Energiemarkt | Energy market | Preis | Price | Erdgas | Natural gas | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Erdgasmarkt | Natural gas market | Rohstoffderivat | Commodity derivative | Gaspreis | Gas price | Welt | World |
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