Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Yarema Okhrin, Gazi Salah Uddin, Muhammad Yahya
| Year of publication: |
2023
|
|---|---|
| Authors: | Okhrin, Yarema ; Uddin, Mohammed Gazi Salah ; Yahya, Muhammad |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 125.2023, p. 1-14
|
| Subject: | COVID-19 | Complex dependence | Crude oil | Russia-Ukraine | Vine copula | Erdöl | Petroleum | Welt | World | Ölpreis | Oil price | Rohstoffderivat | Commodity derivative | Coronavirus | Multivariate Verteilung | Multivariate distribution | Rohstoffmarkt | Commodity market | Volatilität | Volatility | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106853 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014485235