Work

Are benefits from oil–stocks diversification gone? New evidence from a dynamic copula and high frequency data

Year: 2015

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2015.05.018

Authors: Krenar Avdulaj, Jozef Barunik

Institutions: Czech Academy of Sciences, Charles University, Czech Academy of Sciences, Institute of Information Theory and Automation

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Univerzita Karlova v Praze, European Commission, Grantová Agentura České Republiky

Awards: G3207356259, Wavelet analysis of nonstationary and long memory economic time series, G393177772, G5702163051, Multivariate spectral analysis of financial markets, Economic Modeling for Climate-Energy Policy

OpenAlex ID: W2949973840

FWCI: 24.15

Cites: 68

Cited by: 78

Related to: 10