1. How does macroeconomic uncertainty influence energy futures?: Evidence from extraordinary events. (2025). Chen, Fengwen ; Yin, Libo ; Lu, Man.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000716.

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2. The time‐varying volatility spillover effects between Chinas coal and metal market. (2024). Lin, Boqiang ; Lan, Tianxu.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:5:p:699-719.

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3. Volatility spillovers between oil and coal prices and its implications for energy portfolio management in China. (2024). Guo, Yanfeng ; Zhao, Huanyu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pb:p:446-457.

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4. Normal and extreme impact and connectedness between fossil energy futures markets and uncertainties: Does El Niño-Southern Oscillation matter?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pb:p:188-215.

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5. Predicting Chinas thermal coal price: Does multivariate decomposition-integrated forecasting model with window rolling work?. (2024). Shao, Qihui ; Duan, Hongbo ; Zhu, Zhipeng ; Xu, Xue ; Jia, Zhenxin ; Yang, Zhiyuan ; Xue, Wenxuan.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007773.

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6. Interval price predictions for coal using a new multi-scale ensemble model. (2024). Liu, Junjie ; Wu, Siping.
   In: Energy.
   RePEc:eee:energy:v:313:y:2024:i:c:s036054422403456x.

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7. Coal price, economic growth and electricity consumption in China under the background of energy transition. (2024). Lin, Boqiang ; Shi, Fengyuan.
   In: Energy Policy.
   RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524004208.

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8. Coal price shocks and economic growth: A province-level study of China. (2024). Lin, Boqiang ; Song, Yijie.
   In: Energy Policy.
   RePEc:eee:enepol:v:193:y:2024:i:c:s0301421524003173.

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9. Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David.
   In: Energy Economics.
   RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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10. Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Zhao, Wanli ; Wang, Tiantian ; Wu, Fei ; Dickinson, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x.

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11. Connectedness among Chinese climate policy uncertainty, exchange rate, Chinese and international crude oil markets: Insights from time and frequency domain analyses of high order moments. (2024). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001001.

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12. Household fuel transitions have substantially contributed to child mortality reductions in China. (2023). Burke, Paul ; Zhu, Lin ; Liao, Hua.
    In: World Development.
    RePEc:eee:wdevel:v:164:y:2023:i:c:s0305750x22003643.

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13. The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon. (2023). Ouyang, Zhi-Yi ; Dai, Xingyu ; Wang, Qunwei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001921.

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14. On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal. (2023). Sibande, Xolani ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723002507.

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15. Oil in crisis: What can we learn. (2023). Hassan, M. Kabir ; Kayani, Umar Nawaz ; Hossain, Gazi Farid ; Moussa, Faten.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000518.

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16. Asymmetric connectedness between oil price, coal and renewable energy consumption in China: Evidence from Fourier NARDL approach. (2023). Bahou, Younes ; Zaghdoudi, Taha ; Kammoun, Niazi ; Maaloul, Mohamed Hedi ; Tissaoui, Kais.
    In: Energy.
    RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028104.

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17. International and Chinese energy markets: Dynamic spillover effects. (2023). Wang, Xiaoyu ; Zhang, Shuquan.
    In: Energy.
    RePEc:eee:energy:v:282:y:2023:i:c:s0360544223021187.

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18. Analyzing pure contagion between crude oil and agricultural futures markets. (2023). Jin, Yujing ; Gong, XU ; Liu, Tangyong.
    In: Energy.
    RePEc:eee:energy:v:269:y:2023:i:c:s0360544223001512.

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19. Identification of key influencing factors to Chinese coal power enterprises transition in the context of carbon neutrality: A modified fuzzy DEMATEL approach. (2023). Li, Yanbin ; Zhao, KE ; Zhang, Feng.
    In: Energy.
    RePEc:eee:energy:v:263:y:2023:i:pa:s036054422202309x.

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20. Global energy market connectedness and inflation at risk. (2023). Zheng, Tingguo ; Ye, Shiqi ; Gong, LU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

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21. Will the carbon neutrality target impact Chinas energy security? A dynamic Bayesian network model. (2023). Zhou, Simei ; Wang, Qunwei ; Zhang, Mingming ; Liu, Liyun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003481.

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22. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Tiwari, Aviral ; Roudari, Soheil ; Asadi, Mehrad ; Roubaud, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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23. Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Wang, Tiantian ; Ji, Qiang ; Wu, Fei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

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24. An energy system optimization model accounting for the interrelations of multiple stochastic energy prices. (2022). Zhou, Wenji ; Ma, Tieju ; Ren, Hongtao ; Wang, Hangzhou ; Zhang, BO.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:316:y:2022:i:1:d:10.1007_s10479-021-04229-3.

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25. Searching for sustainable electricity generation: The possibility of substituting coal and natural gas with clean energy. (2022). solarin, sakiru ; Bello, Mufutau.
    In: Energy & Environment.
    RePEc:sae:engenv:v:33:y:2022:i:1:p:64-84.

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26. On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal. (2022). Sibande, Xolani ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:202239.

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27. Distributional Predictability and Quantile Connectedness of New Energy, Steam Coal, and High-Tech in China. (2022). Wang, Yuqi ; Qi, Xiaohong ; Zhang, Guofu.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:21:p:14176-:d:958233.

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28. Policy-driven or market-driven? Evidence from steam coal price bubbles in China. (2022). Chang, Tsangyao ; Li, Zheng-Zheng ; Lobon, Oana-Ramona ; Su, Chi-Wei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003233.

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29. The energy, environment and economy impact of coal resource tax, renewable investment, and total factor productivity growth. (2022). Jia, Zhijie ; Wen, Shiyan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001908.

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30. Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19. (2022). Yao, Yanzhen ; Liu, Ranran ; Xie, Qiwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000952.

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31. Measurement of international crude oil price cyclical fluctuations and correlation with the world economic cyclical changes. (2022). Zhen, Zhao ; Nan, YU ; Sun, Renjin ; Fangjing, Chu.
    In: Energy.
    RePEc:eee:energy:v:260:y:2022:i:c:s036054422201845x.

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32. Time-varying determinants of Chinas liquefied natural gas import price: A dynamic model averaging approach. (2022). Zhang, Dayong ; Qu, Wan ; Wang, Tiantian ; Ji, Qiang ; Wu, Fei.
    In: Energy.
    RePEc:eee:energy:v:259:y:2022:i:c:s0360544222019107.

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33. Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
    In: Energy.
    RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

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34. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Asadi, Mehrad ; Roubaud, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372.

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35. What drives oil prices? — A Markov switching VAR approach. (2021). Gong, XU ; Liu, Tangyong ; Chen, Liqing ; Guan, Keqin ; Fu, Chengbo.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003263.

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36. Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. (2021). Liu, Yun ; Gong, XU ; Wang, Xiong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001277.

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1. Financial cycles synchronisation in South Africa. A dynamic conditional correlation (DCC) Approach. (2024). Magubane, Khwazi.
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2. Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter.
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3. Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach. (2024). le Roux, Sara ; Raheem, Ibrahim D ; Ur, Mobeen.
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4. The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth.
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5. Quantile Dependence between Crude Oil Returns and Implied Volatility: Evidence from Parametric and Nonparametric Tests. (2023). Bouri, Elie ; Raggad, Bechir.
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6. Can implied volatility predict returns on oil market? Evidence from Cross-Quantilogram Approach. (2023). Raggad, Bechir.
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7. The asymmetric relationship between returns and implied higher moments: Evidence from the crude oil market. (2022). Xu, Yahua ; Zhang, Xinxin ; Bouri, Elie.
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8. Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof.
   In: Energies.
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10. Investor attention and oil market volatility: Does economic policy uncertainty matter?. (2021). Wang, Yudong ; Xiao, Jihong.
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11. The roles of inter-fuel substitution and inter-market contagion in driving energy prices: evidences from China’s coal market. (2019). Li, Jianglong ; Long, Houyin ; Xie, Chunping.
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12. Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, İrfan ; Akkoc, Ugur.
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14. Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach. (2018). Uddin, Gazi ; Ji, Qiang ; Nehler, Henrik ; Liu, Bing-Yue.
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15. Stationarity and Invertibility of a Dynamic Correlation Matrix. (2017). .
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16. The asymmetric relationship between returns and implied volatility: Evidence from global stock markets. (2017). Uddin, Gazi ; naoui, kamel ; Bekiros, Stelios ; Jlassi, Mouna.
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18. Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Reyes, T ; Campos, I ; Cortazar, G.
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19. Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture. (2016). Chang, Chia-Lin ; Liu, Chia-Ping.
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20. Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures related for Intra-Day Data?. (2016). Chang, Chia-Lin ; Caporin, Massimiliano.
    In: Tinbergen Institute Discussion Papers.
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21. Volatility Dependent Dynamic Equicorrelation. (2016). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha.
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22. Are the S&P 500 Index and Crude Oil, Natural Gas and Ethanol Futures Related for Intra-Day Data?. (2016). Chang, Chia-Lin ; Caporin, Massimiliano.
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23. A DCC-GARCH multi-population mortality model and its applications to pricing catastrophic mortality bonds. (2016). Wang, Zihe ; Li, Johnny Siu-Hang.
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24. Asymmetries of the intraday return-volatility relation. (2016). Tourani-Rad, Alireza ; Frijns, Bart ; Badshah, Ihsan ; Knif, Johan.
    In: International Review of Financial Analysis.
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25. Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets. (2016). Kanamura, Takashi.
    In: Energy Economics.
    RePEc:eee:eneeco:v:54:y:2016:i:c:p:204-212.

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26. Dynamic conditional correlation multiplicative error processes. (2016). Hautsch, Nikolaus ; Bodnar, Taras.
    In: Journal of Empirical Finance.
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27. Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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28. The uncertainty of conditional returns, volatilities and correlations in DCC models. (2016). Ruiz, Esther ; Fresoli, Diego E.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:170-185.

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29. Estimation and empirical performance of non-scalar dynamic conditional correlation models. (2016). Bauwens, Luc ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:17-36.

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30. On the stationarity of Dynamic Conditional Correlation models. (2016). Fermanian, Jean-David ; Malongo, Hassan.
    In: Papers.
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31. European economic and monetary union sovereign debt markets. (2015). Sensoy, Ahmet ; Rostom, Ahmed ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:7149.

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32. Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). Chang, Chia-Lin.
    In: Tinbergen Institute Discussion Papers.
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33. Assessing the link between price and financial stability. (2015). Creel, Jerome ; Saraceno, Francesco ; Labondance, Fabien.
    In: Sciences Po publications.
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34. Joint inference on market and estimation risks in dynamic portfolios. (2015). Zakoian, Jean-Michel ; Francq, Christian.
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35. Equation-by-Equation Estimation of a Multivariate Log-GARCH-X Model of Financial Returns. (2015). Sucarrat, Genaro ; Francq, Christian.
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36. Volatility forecasting using global stochastic financial trends extracted from non-synchronous data. (2015). Peresetsky, Anatoly ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo.
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37. Dynamic Principal Components: a New Class of Multivariate GARCH Models. (2015). Caporin, Massimiliano ; Aielli, Gian Piero.
    In: Marco Fanno Working Papers.
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38. Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix). (2015). Sanhaji, Bilel ; PEGUIN-FEISSOLLE, Anne.
    In: Working Papers.
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39. Risk Measure Inference. (2015). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00877279.

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40. Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). Li, Yong ; Chang, Chia-Lin ; Chang, C-L., .
    In: Econometric Institute Research Papers.
    RePEc:ems:eureir:78349.

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41. Dynamic transmissions between the U.S. and equity markets in the MENA countries: New evidence from pre- and post-global financial crisis. (2015). Maghyereh, Aktham ; Awartani, Basel ; Al Hilu, Khalil .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:56:y:2015:i:c:p:123-138.

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42. Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

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43. Dynamic convergence of commodity futures: Not all types of commodities are alike. (2015). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:44:y:2015:i:c:p:150-160.

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44. Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Pascual, Lorenzo ; Fresoli, Diego.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848.

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45. Contagion effects during financial crisis: Evidence from the Greek sovereign bonds market. (2015). pragidis, ioannis ; Chionis, Dionysios ; Schizas, P. ; Aielli, G. P..
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:18:y:2015:i:c:p:127-138.

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46. Assessing the link between price and financial stability. (2015). Saraceno, Francesco ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:16:y:2015:i:c:p:71-88.

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47. MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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48. Testing the Constancy of Conditional Correlations in Multivariate GARCH-type Models (Extended Version with Appendix). (2015). Sanhaji, Bilel ; PEGUIN-FEISSOLLE, Anne.
    In: AMSE Working Papers.
    RePEc:aim:wpaimx:1516.

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49. How smooth is the stock market integration of CEE-3?. (2014). Lyócsa, Štefan ; Baumohl, Eduard ; Lyocsa, Tefan.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2014-1079.

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50. A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). Hafner, Christian ; McAleer, and Michael .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140087.

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51. Dynamic spanning trees in stock market networks: The case of Asia-Pacific. (2014). Tabak, Benjamin ; Sensoy, Ahmet ; Åžensoy, Ahmet.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:414:y:2014:i:c:p:387-402.

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52. Emerging markets in the global economic network: Real(ly) decoupling?. (2014). Trancoso, Tiago.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:395:y:2014:i:c:p:499-510.

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53. A comparative analysis of the dynamic relationship between oil prices and exchange rates. (2014). Turhan, Ibrahim ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:32:y:2014:i:c:p:397-414.

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54. Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey. (2014). Sobaci, Cihat ; Sensoy, Ahmet ; Åžensoy, Ahmet.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:43:y:2014:i:c:p:448-457.

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55. Dynamic relationship between Turkey and European countries during the global financial crisis. (2014). Soytas, Ugur ; Sensoy, Ahmet ; Hacihasanoglu, Erk ; Åžensoy, Ahmet ; Yildirim, Irem.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:290-298.

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56. Modeling conditional covariance for mixed-asset portfolios. (2014). Zhou, Jian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:40:y:2014:i:c:p:242-249.

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57. Bayesian estimation of a dynamic conditional correlation model with multivariate Skew-Slash innovations. (2014). Galeano, Pedro ; Wiper, Michael P. ; de la Fuente, Cristina Garcia .
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws141711.

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58. The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Ruiz, Esther ; Fresoli, Diego.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:ws140202.

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59. A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). Hafner, Christian.
    In: Working Papers in Economics.
    RePEc:cbt:econwp:14/19.

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60. Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Quaedvlieg, Rogier ; Laurent, Sébastien ; Boudt, Kris ; Lunde, Asger.
    In: CREATES Research Papers.
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61. Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. (2013). Lucas, Andre ; Blasques, Francisco ; Silde, Erkki.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130097.

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62. Ten Things you should know about the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano ; McAleer, Michael.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130078.

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63. Ten Things you should know about DCC. (2013). Caporin, Massimiliano ; McAleer, Michael.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20130048.

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64. Currency hedging strategies, strategic benchmarks and the Global and Euro Sovereign financial crises. (2013). Jimenez-Martin, Juan ; Caporin, Massimiliano ; Gonzalez-Serrano, Lydia.
    In: MPRA Paper.
    RePEc:pra:mprapa:50940.

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65. Dynamic relationship between precious metals. (2013). Sensoy, Ahmet ; Åžensoy, Ahmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:38:y:2013:i:4:p:504-511.

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66. On the Stationarity of Dynamic Conditional Correlation Models. (2013). Fermanian, Jean-David ; Malongo, Hassan.
    In: Working Papers.
    RePEc:crs:wpaper:2013-26.

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