Work

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

Year: 2014

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2013.12.005

Authors: Riadh Aloui, Mohamed Safouane Ben Aïssa, Shawkat Hammoudeh, Duc Khuong Nguyen

Institutions: Tunis University, Tunis El Manar University, Drexel University, IPAG Business School

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2065499573

FWCI: 7.321

Cites: 49

Cited by: 69

Related to: 10