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On the links between stock and commodity markets’ volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - 2012
Persistent link: https://www.econbiz.de/10009665291
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy economics 37 (2013), pp. 16-28
Persistent link: https://www.econbiz.de/10009759403
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Economic and environmental implications of hydropower concession renewals : a case study in Southern France
Pontoni, Federico; Creti, Anna; Joëts, Marc - In: Revue économique : revue bimestrielle 69 (2018) 2, pp. 241-266
Persistent link: https://www.econbiz.de/10011865017
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On the links between stock and commodity markets' volatility
Joëts, Marc; Mignon, Valérie; Creti, Anna - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2012
This paper investigates the links between price returns for 25 commodities and stocks over the period from January 2001 to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the...
Persistent link: https://www.econbiz.de/10010992390
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - Université Paris-Dauphine (Paris IX) - 2013
This paper investigates the links between price returns for 25 commodities and stocks over the period from January 2001 to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the...
Persistent link: https://www.econbiz.de/10011265523
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - Centre d'études prospectives et d'informations … - 2012
This paper investigates the links between price returns for 25 commodities and stocks over the period from January 2001 to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the...
Persistent link: https://www.econbiz.de/10010604039
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy economics 37 (2013), pp. 16-28
Persistent link: https://www.econbiz.de/10010098654
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On the links between stock and commodity markets' volatility
Creti, Anna; Joëts, Marc; Mignon, Valérie - In: Energy Economics 37 (2013) C, pp. 16-28
This paper investigates the links between price returns for 25 commodities and stocks over the period from January 2001 to November 2011, by paying a particular attention to energy raw materials. Relying on the dynamic conditional correlation (DCC) GARCH methodology, we show that the...
Persistent link: https://www.econbiz.de/10011039549