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Measurements of the Conditional Dependence Structure Among Carbon, Fossil Energy and Renewable Energy Prices: Vine Copula Based GJR-GARCH Model.
Yefan Zhou
Jianxu Liu
Jirakom Sirisrisakulchai
Songsak Sriboonchitta
Published in:
IUKM (2020)
Keyphrases
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garch model
dependence structure
renewable energy
stock market
marginal distributions
power consumption
multivariate time series
sar images
probability distribution
heavy tailed
data mining
long term
principal component analysis
image quality
parameter estimation
short term