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isPartOf:"Review of financial economics : RFE"
subject:"Risk measure"
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Bouri, Elie"
~subject:"Multivariate Verteilung"
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Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
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