Open AccessInterdependence of oil prices and exchange rates: Evidence from copula-based GARCH model
Author(s) -
Ngo Thai Hung
Publication year - 2019
Publication title -
aims energy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.294
H-Index - 9
eISSN - 2333-8334
pISSN - 2333-8326
DOI - 10.3934/energy.2019.4.465
Subject(s) - copula (linguistics) , economics , autoregressive conditional heteroskedasticity , exchange rate , diversification (marketing strategy) , econometrics , oil price , crude oil , liberian dollar , monetary economics , financial economics , volatility (finance) , business , finance , marketing , petroleum engineering , engineering