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

✍ Scribed by MARC GRONWALD; JANINA KETTERER; STEFAN TRÜCK

Book ID
111208838
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
337 KB
Volume
87
Category
Article
ISSN
0013-0249

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✍ Fabrizio Durante; Piotr Jaworski 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 333 KB

## Abstract A method is proposed for defining and investigating spatial contagion between two financial markets __X__ and __Y__ by using the information contained in their copula. A practical illustration of the introduced method is also given by examining the presence of contagion among two Europe