International Review of Economics & Finance · 2022 · 46 citations · 53 references
Social SciencesEconomicsFinanceEconometricsEnergy EconomicsEnvironmental EconomicsCarbon Emissions ManagementCarbon MarketsCarbon PricingCarbon Risk ManagementEmissions TradingMarket RiskCarbon Market FinanceCarbon Risk MitigationCarbon Risk ModelingEnergy Market Volatility RiskReturn Spillover EffectsSpillover Risk ModelingTail Dependence AnalysisWholesale Energy Markets
53
Tobias Adrian, Markus K. Brunnermeier · American Economic Review · 2016 · 2.3K citations
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
Andrew J. Patton · International Economic Review · 2006 · 2.1K citations
Autoregressive Conditional Density Estimation
Bruce E. Hansen · International Economic Review · 1994 · 1.6K citations