1. Alexander, C., 2000. A primer on the orthogonal garch model. Manuscript, ISMA Centre, University of Reading, UK.
2. Alexander, C., Chibumba, A., 1997. Multivariate orthogonal factor garch. Mimeo, University of Sussex.
3. Time-varying correlations in oil, gas and CO2 prices: an application using bekk, ccc and dcc-mgarch models;Chevallier;Appl. Econ.,2012
4. Ding, Z., 1994. Time Series Analysis of Speculative Returns (Ph.D. thesis). University of California, San Diego, Department of Economics.
5. The relationship between carbon, commodity and financial markets;Gronwald;Econ. Rec.,2011