Can Brics’S Currency Be A Hedge Or A Safe Haven For Energy Portfolio? An Evidence From Vine Copula Approach
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DOI: 10.1142/S0217590820500174
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Cited by:
- Dejan Živkov & Boris Kuzman & Jonel Subić, 2022. "Measuring the risk-adjusted performance of selected soft agricultural commodities," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 68(3), pages 87-96.
- Jin Shang & Shigeyuki Hamori, 2023. "Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods," Sustainability, MDPI, vol. 15(19), pages 1-24, October.
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BRICS; crude oil; natural gas; dependence structure; risk;All these keywords.
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