Dependence structure between Indian financial market and energy commodities : a cross-quantilogram based evidence
Avik Sinha, Arshian Sharif, Arnab Adhikari, Ankit Sharma
| Year of publication: |
2022
|
|---|---|
| Authors: | Sinha, Avik ; Arshian Sharif ; Adhikari, Arnab ; Sharma, Ankit |
| Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 257-287
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| Subject: | India | Energy market commodity | Cross-quantilogram | Uncertainty | Volatility | Indien | Energiemarkt | Energy market | Volatilität | Rohstoffderivat | Commodity derivative | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04511-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013349978