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~person:"Liu, Qingfu"
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Liu, Qingfu
Stübinger, Johannes
5
Aboura, Sofiane
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Björk, Tomas
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Forbes, Catherine Scipione
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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
Saved in:
2
Jump spillovers in energy futures markets : implications for diversification benefits
Liu, Qingfu
;
Tu, Anthony H.
- In:
Energy economics
34
(
2012
)
5
,
pp. 1447-1464
Persistent link: https://www.econbiz.de/10009688077
Saved in:
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