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Writer : Salimi Nasab، Soheil ؛ Neisy، Abdolsadeh ؛ Corresponding Author : Golarzi، Gholam Hosein ؛
Journal:Journal of Mathematics and Modeling in Finance»Winter and Spring 2023, Volume 3 - Number 1 (17 page(s) - From 119 to 135 )
Keywords:Oil ShocksSpilloverEnergy MarketsHeston switching copulaClayton copula