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1
Using nonparametric copulas to measure crude oil price co-movements
Ho, Anson T. Y.
;
Huynh, Kim P.
;
Jacho-Chávez, David Tomás
- In:
Energy economics
82
(
2019
),
pp. 211-223
Persistent link: https://www.econbiz.de/10012173921
Saved in:
2
A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets
Pircalabu, Anca
;
Benth, Fred Espen
- In:
Energy economics
68
(
2017
),
pp. 283-302
Persistent link: https://www.econbiz.de/10011905725
Saved in:
3
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
4
Factor models in the German electricity market : stylized facts, seasonality, and calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
Saved in:
5
An alternative semiparametric approach to the modelling of asymmetric gasoline price adjustment
Polemis, Michael
;
Tsionas, Efthymios G.
- In:
Energy economics
56
(
2016
),
pp. 384-388
Persistent link: https://www.econbiz.de/10011664269
Saved in:
6
Forecasting crude oil prices by a semiparametric Markov switching model : OPEC, WTI, and Brent cases
Nademi, Arash
;
Nademi, Younes
- In:
Energy economics
74
(
2018
),
pp. 757-766
Persistent link: https://www.econbiz.de/10011972961
Saved in:
7
The Minimum-CVaR strategy with semi-parametric
estimation
in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
8
Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi
;
Li, Jian
- In:
Energy economics
76
(
2018
),
pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
Saved in:
9
Pricing German Energiewende products : intraday cap/floor futures
Hinderks, W. J.
;
Wagner, Andreas
- In:
Energy economics
81
(
2019
),
pp. 287-296
Persistent link: https://www.econbiz.de/10012172724
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10
The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
Wu, Chih-chiang
;
Chung, Huimin
;
Chang, Yu-hsien
- In:
Energy economics
34
(
2012
)
1
,
pp. 270-282
Persistent link: https://www.econbiz.de/10009618856
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