Dynamics and causality in distribution between spot and future precious metals: A copula approach

Marwa Talbi, Christian de Peretti () and Lotfi Belkacem
Additional contact information
Marwa Talbi: IHEC Sousse - IHEC, LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Christian de Peretti: ECL - École Centrale de Lyon - Université de Lyon, LSAF - Laboratoire de Sciences Actuarielle et Financière - UCBL - Université Claude Bernard Lyon 1 - Université de Lyon
Lotfi Belkacem: IHEC Sousse - IHEC, Université de Sousse

Post-Print from HAL

Date: 2020-06
References: Add references at CitEc
Citations:

Published in Resources Policy, 2020, 66, pp.101645. ⟨10.1016/j.resourpol.2020.101645⟩

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04875503

DOI: 10.1016/j.resourpol.2020.101645

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().