Dependence and extreme dependence of crude oil and natural...

Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management

Aloui, Riadh, Aïssa, Mohamed Safouane Ben, Hammoudeh, Shawkat, Nguyen, Duc Khuong
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Volume:
42
Language:
english
Journal:
Energy Economics
DOI:
10.1016/j.eneco.2013.12.005
Date:
March, 2014
File:
PDF, 819 KB
english, 2014
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