Asymmetric tail dependence between oil price shocks and sectors of Saudi Arabia System
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More about this item
KeywordsOil price shocks; Asymmetry; Major oil exporting countries; Tail dependence; Copula; Goodness-of-fit test;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
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