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Time-varying co-movement analysis between COVID-19 shocks and the energy markets using the Markov Switching Dynamic Copula approach

Paravee Maneejuk, Sukrit Thongkairat, Wilawan Srichaikul

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Paravee Maneejuk, Sukrit Thongkairat, Wilawan Srichaikul
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Wilawan Srichaikul

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Journal
Energy Reports
Published Date
01 Sep 2021
DOI
10.1016/j.egyr.2021.05.076
ISSN
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Scopus EID
2-s2.0-85108075214
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