Interdependence of oil prices and stock market indices : a copula approach
Kunlapath Sukcharoen; Tatevik Zohrabyan; David Leatham; Ximing Wu
| Year of publication: |
2014
|
|---|---|
| Authors: | Sukcharoen, Kunlapath ; Zohrabyan, Tatevik ; Leatham, David J. ; Wu, Ximing |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 44.2014, p. 331-339
|
| Subject: | International stock markets | Copula | Dependence | Oil prices | Ölpreis | Oil price | Aktienmarkt | Stock market | Multivariate Verteilung | Multivariate distribution | Aktienindex | Stock index | Welt | World | Volatilität | Volatility | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010457169