Dependence structures among geopolitical risks, energy prices, and carbon emissions prices
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DOI: 10.1016/j.resourpol.2023.103603
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More about this item
Keywords
Geopolitical risks; Carbon emissions prices; Crude oil prices; Natural gas prices; Volatility spillover; Variational mode decomposition-based copula;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
Statistics
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