Joëts, Marc - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012
energy prices at 1, 10, 20, and 30 months, it turns out that no significant causality exists between markets at regular times … its multivariate extension in tail distribution developped by Candelon, Joëts, and Tokpavi (2012). Con- sidering forward …