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Browsing Financial Management by Author "Balcilar, Mehmet"
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Balcilar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat; Nguyen, Duc Khuong
(Elsevier, 2016-02)
This study examines the risk spillovers between energy futures prices and Europe-based carbon
futures contracts. We use a Markov regime-switching dynamic correlation, generalized
autoregressive conditional heteroscedasticity ...