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Article
Title:
Explaining Credit Default Swap Spreads by Means of Realized Jumps and Volatilities in the Energy Market
Authors:
José da Fonseca
(
Auckland U Technology
)
Katja Ignatieva
(
U New South Wales
)
Jonathan Ziveyi
(
U New South Wales
)
Journal:
Energy Economics
Year:
2016
Volume:
56
Pages:
215-228
JEL code:
G13 - Contingent Pricing; Futures Pricing
DOI:
10.1016/j.eneco.2016.03.022
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