On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model
- Type
- Retraction
- Notice date
- 12/10/2020 0:00
- Journal
- Energy Economics
- Publisher
- Elsevier
- Notice DOI
- 10.1016/j.eneco.2020.105019
- Original paper DOI
- 10.1016/j.eneco.2019.02.002