Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC and DCC-MGARCH models
| Year of publication: |
2012
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|---|---|
| Authors: | Chevallier, Julien |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 2801760. - Vol. 44.2012, 32 (1.11.), p. 4257-4275
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