Time-varying correlations in oil, gas and CO2 prices : an application using BEKK, CCC and DCC-MGARCH models
Year of publication: |
2012
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Authors: | Chevallier, Julien |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 44.2012, 31/33, p. 4257-4274
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Subject: | Ölpreis | Oil price | Gaspreis | Gas price | Treibhausgas-Emissionen | Greenhouse gas emissions | Korrelation | Correlation | ARCH-Modell | ARCH model | VAR-Modell | VAR model | EU-Staaten | EU countries | 2005-2008 |
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