Quantifying information transfer among clean energy, carbon, oil, and precious metals: A novel transfer entropy-based approach
Zouhaier Dhifaoui,
Rabeh Khalfaoui (),
Mohammad Zoynul Abedin and
Baofeng Shi
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Zouhaier Dhifaoui: SAMM - Statistique, Analyse et Modélisation Multidisciplinaire (SAmos-Marin Mersenne) - UP1 - Université Paris 1 Panthéon-Sorbonne
Rabeh Khalfaoui: ICN Business School
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Date: 2022-10
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Published in Finance Research Letters, 2022, 49, pp.103138. ⟨10.1016/j.frl.2022.103138⟩
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03797566
DOI: 10.1016/j.frl.2022.103138
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