Time-varying correlations in oil, gas and CO2prices: an application using BEKK, CCC and DCC-MGARCH models
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2011.589809
Reference21 articles.
1. European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007)
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