Dynamic dependence structure between energy markets and the Italian stock index
The dependence structure between the main energy markets (such as crude oil, natural gas, and coal) and the main stock index plays a crucial role in the economy of a given country. As the dependence structure between these series is dramatically complex and it appears to change over time, time-varyi...
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| Format: | Article |
| Language: | English |
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LLC "CPC "Business Perspectives"
2018-05-01
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| Series: | Investment Management & Financial Innovations |
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| Online Access: | https://businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/10289/imfi_2018_02_Masala.pdf |