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~isPartOf:"CREATES Research Papers"
~isPartOf:"Energy economics"
~person:"Roubaud, David"
~subject:"Commodity derivative"
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The dependence structure across oil, wheat, and corn : a wavelet-based copula approach using
implied
volatility
indexes
Mensi, Walid
;
Tiwari, Aviral Kumar
;
Bouri, Elie
; …
- In:
Energy economics
66
(
2017
),
pp. 122-139
Persistent link: https://www.econbiz.de/10011896437
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