Linking the gas and oil markets with the ...

Document type :
Article dans une revue scientifique
DOI :
10.1016/j.eneco.2015.05.021
Title :
Linking the gas and oil markets with the stock market: Investigating the U.S. relationship
Author(s) :
Gatfaoui, Hayette [Auteur]
Laboratoire d'Economie et de Management [LEM]
IÉSEG School Of Management [Puteaux]
Journal title :
Energy Economics
Pages :
5--16
Publisher :
Elsevier
Publication date :
2016-01
ISSN :
0140-9883
English keyword(s) :
Copula
Dependence structure
Energy commodity
Stock market
Tail risk
HAL domain(s) :
Sciences de l'Homme et Société/Gestion et management
English abstract : [en]
Energy markets can represent a strategic advantage when they are supporting each other, and specifically when energy segments are complementary enough to support economic development and growth. In this light, a high and ...
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Language :
Anglais
Peer reviewed article :
Oui
Audience :
Internationale
Popular science :
Non
Collections :
Source :
Harvested from HAL