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A wavelet analysis of mean and volatility spillovers between oil and BRICS stock markets
Boubaker, Heni
;
Raza, Syed Ali
- In:
Energy economics
64
(
2017
),
pp. 105-117
Persistent link: https://www.econbiz.de/10011758081
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Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
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