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Zhou, Yefan; Liu, Jianxu; Sirisrisakulchai, Jirakom; Sriboonchitta, Songsak

Lecture Notes in Computer Science: Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model

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  • Media type: E-Article
  • Title: Lecture Notes in Computer Science: Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model
  • Contributor: Zhou, Yefan; Liu, Jianxu; Sirisrisakulchai, Jirakom; Sriboonchitta, Songsak
  • imprint: Springer International Publishing, 2020
  • Published in: Lecture Notes in Computer Science
  • Language: Not determined
  • DOI: 10.1007/978-3-030-62509-2_27
  • ISSN: 0302-9743; 1611-3349
  • Origination:
  • Footnote: