Is there dependence and systemic risk between oil and renewable energy stock prices?
JC Reboredo - Energy Economics, 2015 - Elsevier
We study systemic risk and dependence between oil and renewable energy markets using
copulas to characterize the dependence structure and to compute the conditional value-at …
copulas to characterize the dependence structure and to compute the conditional value-at …
Is there dependence and systemic risk between oil and renewable energy stock prices?
JC Reboredo - Energy Economics, 2015 - infona.pl
We study systemic risk and dependence between oil and renewable energy markets using
copulas to characterize the dependence structure and to compute the conditional value-at …
copulas to characterize the dependence structure and to compute the conditional value-at …
Is there dependence and systemic risk between oil and renewable energy stock prices?
JC Reboredo - Energy Economics, 2015 - ui.adsabs.harvard.edu
We study systemic risk and dependence between oil and renewable energy markets using
copulas to characterize the dependence structure and to compute the conditional value-at …
copulas to characterize the dependence structure and to compute the conditional value-at …
Is there dependence and systemic risk between oil and renewable energy stock prices?
J Reboredo - Energy Economics, 2015 - econpapers.repec.org
We study systemic risk and dependence between oil and renewable energy markets using
copulas to characterize the dependence structure and to compute the conditional value-at …
copulas to characterize the dependence structure and to compute the conditional value-at …
Is there dependence and systemic risk between oil and renewable energy stock prices?
JC Reboredo - Energy Economics, 2015 - ideas.repec.org
We study systemic risk and dependence between oil and renewable energy markets using
copulas to characterize the dependence structure and to compute the conditional value-at …
copulas to characterize the dependence structure and to compute the conditional value-at …
[引用][C] Is there dependence and systemic risk between oil and renewable energy stock prices?
JC Reboredo - Energy Economics, 2015 - cir.nii.ac.jp
Is there dependence and systemic risk between oil and renewable energy stock prices? | CiNii
Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 …
Research CiNii 国立情報学研究所 学術情報ナビゲータ[サイニィ] 詳細へ移動 検索フォームへ移動 …
Is there dependence and systemic risk between oil and renewable energy stock prices?
JC Reboredo - Energy Economics, 2015 - inis.iaea.org
[en] We study systemic risk and dependence between oil and renewable energy markets
using copulas to characterize the dependence structure and to compute the conditional …
using copulas to characterize the dependence structure and to compute the conditional …