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Jump spillovers in energy futures markets: Implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy Economics
34
(
2012
)
5
,
pp. 1447-1464
approach to estimate a
jump-diffusion
model
for each. We examine the simultaneous jump intensities of pairs of energy futures …
Persistent link: https://www.econbiz.de/10010593872
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