Browsing Finance & Economics by Author "Tiwari, Aviral Kumar"
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Extreme linkages of carbon futures, energy markets, and economic indicators: A copula approach
Trabelsi, Nader; Tiwari, Aviral Kumar; Hammoudeh, Shawkat; Benlagha, Noureddine ( Taylor & Francis , 2023 , Article)The interdependence of carbon allowances and different energy sources in extreme market behavior is still unsettled in the literature. Using different types of static and time-varying copulas, this piece of research aims ...