Gold-oil dependence dynamics and the role of geopolitical risks : evidence from a Markov-switching time-varying copula model
Aviral Kumar Tiwari, Goodness C. Aye, Rangan Gupta, Konstantinos Gkillas
| Year of publication: |
2020
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|---|---|
| Authors: | Tiwari, Aviral Kumar ; Aye, Goodness C. ; Gupta, Rangan ; Gillas, Konstantinos Gkillas |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 88.2020, p. 1-16
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| Subject: | Copula models | Geopolitical risks | Gold and oil markets | Time-varying dependence | Multivariate Verteilung | Multivariate distribution | Geopolitik | Geopolitics | Ölmarkt | Oil market | Welt | World | Markov-Kette | Markov chain | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104748 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012516211