Open AccessVolatility spillover between crude oil and exchange rate: A copula-CARR approach
Author(s) -
Yujie Pu,
Meng Guo
Publication year - 2017
Publication title -
iop conference series. earth and environmental science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.179
H-Index - 26
eISSN - 1755-1307
pISSN - 1755-1315
DOI - 10.1088/1755-1315/93/1/012034
Subject(s) - copula (linguistics) , economics , crude oil , econometrics , carr , oil price , volatility (finance) , exchange rate , spillover effect , us dollar , liberian dollar , u.s. dollar index , financial economics , monetary economics , microeconomics , petroleum engineering , finance , biology , engineering , ecology