Measuring extreme risk dependence between the oil and gas...

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Measuring extreme risk dependence between the oil and gas markets

Ben Ameur, Hachmi, Ftiti, Zied, Jawadi, Fredj, Louhichi, Wael
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Journal:
Annals of Operations Research
DOI:
10.1007/s10479-020-03796-1
Date:
November, 2020
File:
PDF, 2.01 MB
2020
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