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~isPartOf:"Energy economics"
~isPartOf:"Journal of business economics : JBE"
~isPartOf:"Tinbergen Institute Discussion Papers"
~person:"Croux, Christophe"
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Croux, Christophe
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Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
2
Sparse and Robust Factor Modelling
Croux, Christophe
;
Exterkate, Peter
-
Tinbergen Instituut
-
2011
construction methods, we find that this procedure leads to better interpretable factors and to a favorable
forecasting
performance …
Persistent link: https://www.econbiz.de/10011257444
Saved in:
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