Xxera/openscience/retractions

Record #24774

On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model

Rihab Bedoui, Sana Braiek, Khaled Guesmi, Julien Chevalier

Journal

Energy Economics

Publisher

Original paper date

Feb 21, 2019

Original DOI

10.1016/j.eneco.2019.02.002

Country

🇨🇦 Canada · 🇫🇷 France · 🇹🇳 Tunisia

Institution

Research Laboratory for Economy, Management and Quantitative Finance (LaREMFiQ), Tunisia · IHEC of Sousse, Tunisia · Environment, Climate Change and Energy Transition Chair, IPAG Business School & Telfer School of Management, University of Ottawa, Canada · IPAG Business School (IPAG Lab), 184 boulevard Saint-Germain, Paris 75006, France · Université Paris 8 (LED), 2 rue de la Liberté, Saint-Denis, Cedex, 93526, France

Open access

No

Article type

Research Article

Broad categories

(B/T) Business - Economics (B/T) International Relations

Citation lifecycle

How this paper is being cited

Pre-retraction

8

Same day

0

Post-retraction

26

% post-retraction

76.5%

~4.4 citations/yr before retraction · ~4.5 citations/yr after

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