Dependence structure between oil price volatility and sovereign credit risk of oil exporters : evidence using a copula approach
Yao Axel Ehouman
| Year of publication: |
2021
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|---|---|
| Authors: | Ehouman, Yao Axel |
| Published in: |
International economics : a journal published by CEPII (Center for research and expertise on the world economy). - [Amsterdam] : Elsevier, ISSN 2110-7017, ZDB-ID 1232628-8. - Vol. 168.2021, p. 76-97
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| Subject: | Copula | Dependence | Oil price | Sovereign credit risk | Uncertainty | Ölpreis | Volatilität | Volatility | Multivariate Verteilung | Multivariate distribution | Kreditrisiko | Credit risk | Ölmarkt | Oil market | Welt | World | Länderrisiko | Country risk | Kreditderivat | Credit derivative | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.inteco.2021.08.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013193362