Commodities risk premia and regional integration in gas-exporting countries
Ilyes Abid, Khaled Guesmi, Stéphane Goutte, Christian Urom, Julien Chevallier
| Year of publication: |
2019
|
|---|---|
| Authors: | Abid, Ilyes ; Guesmi, Khaled ; Goutte, Stéphane ; Urom, Christian ; Chevallier, Julien |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 80.2019, p. 267-276
|
| Subject: | DCC-GJR-GARCH | Gas-exporting countries | ICAPM | Risk premium | Time-varying integration | Risikoprämie | Regionale Wirtschaftsintegration | Regional economic integration | Welt | World | CAPM | Marktintegration | Market integration | EU-Staaten | EU countries |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.12.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012172433