Regional and copula estimation effects on EU and US energy equity portfolios
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DOI: 10.1080/00036846.2020.1763244
Abstract: ABSTRACT The aim of this paper is to investigate the regional interdependence structure of energy equities in the US and in the EU. Based on weekly stock prices of 28 big energy firms in the… read more here.
Keywords: energy; dependence structure; copula; energy equity ... See more keywords