On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model (vol 80, pg 876, 2019)

被引：0
|
作者：
Bedoui, Rihab [1 ,2 ]
Braiek, Sana [1 ]
Guesmi, Khaled [3 ,4 ]
Chevallier, Julien [5 ,6 ]
机构：
[1] Res Lab Econ Management & Quantitat Finance LaREM, Sousse, Tunisia
[2] IHEC Sousse, Sousse, Tunisia
[3] Univ Ottawa, IPAG Business Sch, Environm Climate Change & Energy Transit Chair, Ottawa, ON, Canada
[4] Univ Ottawa, Telfer Sch Management, Ottawa, ON, Canada
[5] IPAG Business Sch, IPAG Lab, 184 Blvd St Germain, F-75006 Paris, France
[6] Univ Paris 08, LED, 2 Rue Liberte, F-93526 St Denis, France
来源：
ENERGY ECONOMICS | 2020年 / 92卷
关键词：
D O I：
10.1016/j.eneco.2020.105019
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页数：1
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