Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models

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https://hal-univ-paris8.archives-ouvertes.fr/hal-00991899
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Submitted on : Friday, May 16, 2014 - 10:18:27 AM
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Julien Chevallier. Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models. Applied Economics, Taylor & Francis (Routledge), 2012, pp.0-0. ⟨hal-00991899⟩

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