Type of Publication: Article in Journal

Modeling volatility and dependence of European carbon and energy prices

Author(s):

Berrisch, Jonathan; Pappert, Sven; Ziel, Florian; Arsova, Antonia

Title of Journal:

Finance Research Letters

Volume (Publication Date):

52 (2023)

pages:

103503

Digital Object Identifier (DOI):

doi:10.1016/j.frl.2022.103503

Link to complete version:

https://arxiv.org/abs/2208.14311.pdf

Citation:

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