On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes

Theo Berger, Mohammed Gazi Salah Uddin

Year of publication:	May 2016
Authors:	Berger, Theo ; Uddin, Mohammed Gazi Salah
Published in:	Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 56.2016, p. 374-383
Subject:	Commodity prices \| Policy uncertainty \| Equity markets \| Wavelet analysis \| Copulas \| Rohstoffderivat \| Commodity derivative \| Aktienmarkt \| Stock market \| Rohstoffpreis \| Commodity price \| Multivariate Verteilung \| Multivariate distribution \| Risiko \| Risk \| Zustandsraummodell \| State space model \| Zeitreihenanalyse \| Time series analysis \| Welt \| World \| Börsenkurs \| Share price

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