Dynamic conditional correlation between green and grey energy ETF markets using cDCC-MGARCH model
Amr Saber Algarhi
| Year of publication: |
2025
|
|---|---|
| Authors: | Algarhi, Amr Saber |
| Subject: | cDCC-MGARCH | energy sector | exchange-traded funds | oil market | Ölmarkt | Oil market | Indexderivat | Index derivative | Energiewirtschaft | Energy sector | Korrelation | Correlation | ARCH-Modell | ARCH model | Volatilität | Volatility | Energiemarkt | Energy market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2023.2289896 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015329872