Article

Title:
Explaining Credit Default Swap Spreads by Means of Realized Jumps and Volatilities in the Energy Market
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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