The Relationship between Carbon, Commodity and Financial Markets: A Copula Analysis

Economic Record

Volumn 87, Issue SUPPL. 1, 2011, Pages 105-124

  Gronwald, Marc ^a   Ketterer, Janina ^a   Trück, Stefan ^b  

^a IFO INSTITUTE   (Germany)

^b MACQUARIE UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

CARBON EMISSION; COMMODITY MARKET; ECONOMIC ANALYSIS; FINANCIAL CRISIS; FINANCIAL MARKET; GAUSSIAN METHOD; RISK ASSESSMENT; STATISTICAL ANALYSIS;

EID: 80051910016     PISSN: 00130249     EISSN: 14754932     Source Type: Journal    
DOI: 10.1111/j.1475-4932.2011.00748.x     Document Type: Article

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