» On the Conditional Dependence Structure between Oil, Gold and USD Exchange Rates: Nested Copula based GJR-GARCH Model
Articles | 2019

On the Conditional Dependence Structure between Oil, Gold and USD Exchange Rates: Nested Copula based GJR-GARCH Model

Authors:Rihab Bedoui, Sana Braiek, Khaled Guesmi, Julien Chevallier

https://doi.org/10.1016/j.eneco.2019.02.002

Journal:Energy Economics

Publisher:Elsevier BV

Volume:80

Year:2019