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Published in 2020 at "Applied Economics"
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…
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Keywords:
energy;
dependence structure;
copula;
energy equity ... See more keywords