research
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01/09/2023
Forecasting Natural Gas Prices with Spatio-Temporal Copula-based Time Series Models
Commodity price time series possess interesting features, such as heavy-...
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08/30/2022
Modeling Volatility and Dependence of European Carbon and Energy Prices
We study the prices of European Emission Allowances (EUA), whereby we an...
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10/15/2020
