Work

Dependence structure in the Australian electricity markets: New evidence from regular vine copulae

Year: 2020

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2020.104834

Authors: Nicholas Apergis, Giray Gozgor, Chi Keung Marco Lau, Shixuan Wang

Institutions: University of Derby, Istanbul Medeniyet University, University of Huddersfield, University of Reading

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Climate action, Affordable and clean energy, Industry, innovation and infrastructure

Open Access status: green

OpenAlex ID: W3036332095

FWCI: 5.706

Cites: 44

Cited by: 32

Related to: 10