Work

Copula-based local dependence among energy, agriculture and metal commodities markets

Year: 2020

Type: article

Source: Energy

DOI: 10.1016/j.energy.2020.117762

Authors: Claudiu Tiberiu Albulescu, Aviral Kumar Tiwari, Qiang Ji

Institutions: Politehnica University of Timisoara, Chinese Academy of Sciences, Institutes of Science and Development, University of Chinese Academy of Sciences

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: Corporation for National and Community Service, National Authority for Scientific Research and Innovation, National Natural Science Foundation of China, Chinese Academy of Sciences, Youth Innovation Promotion Association of the Chinese Academy of Sciences, Autoritatea Natională pentru Cercetare Stiintifică, Unitatea Executiva pentru Finantarea Invatamantului Superior, a Cercetarii, Dezvoltarii si Inovarii, Youth Innovation Promotion Association

Awards: G1505202488, G2048031049, G3147044051, G3646312757, G3867950676, G3944659522, G4864199281, G6058054535, G662325914, G6965359818, 全球能源市场系统性风险测度与传染机制研究, G7799359842, 国际石油市场微观-宏观行为规律与复杂机理研究

OpenAlex ID: W3023699555

FWCI: 13.25

Cites: 58

Cited by: 78

Related to: 10