Conditional dependence between oil price and stock prices of renewable energy: a vine copula approach
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DOI: 10.1080/20954816.2018.1463600
Abstract: Abstract The current paper focusses on the co-movement between oil prices and renewable energy stock markets in a multivariate framework. The vine copula approach that offers a great flexibility in conditional dependence modelling is used.… read more here.
Keywords: dependence; energy; vine copula; prices renewable ... See more keywords