{"id":"https://openalex.org/W2792947730","doi":"https://doi.org/10.2139/ssrn.3135899","title":"The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions","display_name":"The Fiction of Full BEKK: Pricing Fossil Fuels and Carbon Emissions","publication_year":2018,"publication_date":"2018-01-01","ids":{"openalex":"https://openalex.org/W2792947730","doi":"https://doi.org/10.2139/ssrn.3135899","mag":"2792947730"},"language":"en","primary_location":{"id":"doi:10.1016/j.frl.2018.03.008","doi":"https://doi.org/10.1016/j.frl.2018.03.008","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.frl.2018.03.008","pdf_url":null,"source":{"id":"https://openalex.org/S88577320","display_name":"Finance research letters","issn_l":"1544-6123","issn":["1544-6123","1544-6131"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance Research Letters","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.3135899","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5002729048","display_name":"Chia\u2010Lin Chang","orcid":"https://orcid.org/0000-0001-8835-760X","observed_orcids":["https://orcid.org/0000-0001-8835-760X"]},"institutions":[{"id":"https://openalex.org/I162838928","display_name":"National Chung Hsing University","ror":"https://ror.org/05vn3ca78","country_code":"TW","type":"education","lineage":["https://openalex.org/I162838928"]},{"id":"https://openalex.org/I99613584","display_name":"National Taipei University","ror":"https://ror.org/03e29r284","country_code":"TW","type":"education","lineage":["https://openalex.org/I99613584"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chia-Lin Chang","raw_affiliation_strings":["Department of Applied Economics, Department of Finance, National Chung Hsing University, Taiwan"],"raw_orcid":"https://orcid.org/0000-0001-8835-760X","affiliations":[{"raw_affiliation_string":"Department of Applied Economics, Department of Finance, National Chung Hsing University, Taiwan","institution_ids":["https://openalex.org/I162838928","https://openalex.org/I99613584"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5045702318","display_name":"Michael J. McAleer","orcid":"https://orcid.org/0000-0003-2707-3835","observed_orcids":["https://orcid.org/0000-0003-2707-3835"]},"institutions":[{"id":"https://openalex.org/I121748325","display_name":"Universidad Complutense de Madrid","ror":"https://ror.org/02p0gd045","country_code":"ES","type":"education","lineage":["https://openalex.org/I121748325"]},{"id":"https://openalex.org/I129604602","display_name":"The University of Sydney","ror":"https://ror.org/0384j8v12","country_code":"AU","type":"education","lineage":["https://openalex.org/I129604602"]},{"id":"https://openalex.org/I143578492","display_name":"Asia University","ror":"https://ror.org/038a1tp19","country_code":"TW","type":"education","lineage":["https://openalex.org/I143578492"]},{"id":"https://openalex.org/I180203408","display_name":"Yokohama National University","ror":"https://ror.org/03zyp6p76","country_code":"JP","type":"education","lineage":["https://openalex.org/I180203408"]},{"id":"https://openalex.org/I913958620","display_name":"Erasmus University Rotterdam","ror":"https://ror.org/057w15z03","country_code":"NL","type":"education","lineage":["https://openalex.org/I913958620"]}],"countries":["AU","ES","JP","NL","TW"],"is_corresponding":true,"raw_author_name":"Michael McAleer","raw_affiliation_strings":["Department of Finance, Asia University, Taiwan","Department of Quantitative Economics, Complutense University of Madrid, Spain","Discipline of Business Analytics, University of Sydney Business School, Australia","Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands","Institute of Advanced Sciences, Yokohama National University, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Asia University, Taiwan","institution_ids":["https://openalex.org/I143578492"]},{"raw_affiliation_string":"Department of Quantitative Economics, Complutense University of Madrid, Spain","institution_ids":["https://openalex.org/I121748325"]},{"raw_affiliation_string":"Discipline of Business Analytics, University of Sydney Business School, Australia","institution_ids":["https://openalex.org/I129604602"]},{"raw_affiliation_string":"Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, The Netherlands","institution_ids":["https://openalex.org/I913958620"]},{"raw_affiliation_string":"Institute of Advanced Sciences, Yokohama National University, Japan","institution_ids":["https://openalex.org/I180203408"]}]}],"institutions":[],"countries_distinct_count":5,"institutions_distinct_count":7,"corresponding_author_ids":["https://openalex.org/A5045702318"],"corresponding_institution_ids":["https://openalex.org/I121748325","https://openalex.org/I129604602","https://openalex.org/I143578492","https://openalex.org/I180203408","https://openalex.org/I913958620"],"apc_list":{"value":3730,"currency":"USD","value_usd":3730},"apc_paid":null,"fwci":6.2691,"has_fulltext":true,"cited_by_count":28,"citation_normalized_percentile":{"value":0.96448423,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":91,"max":99},"biblio":{"volume":"28","issue":"6","first_page":"11","last_page":"19"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.000699999975040555,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.0003000000142492354,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multivariate-garch","display_name":"multivariate GARCH","score":0.8610000014305115},{"id":"https://openalex.org/keywords/quasi-maximum-likelihood-estimation","display_name":"quasi-maximum likelihood estimation","score":0.9480000138282776},{"id":"https://openalex.org/keywords/asymptotic-properties","display_name":"asymptotic properties","score":0.9710000157356262},{"id":"https://openalex.org/keywords/regularity-conditions","display_name":"regularity conditions","score":0.828000009059906},{"id":"https://openalex.org/keywords/conditional-volatility","display_name":"conditional variance","score":0.43799999356269836}],"concepts":[{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5826514959335327},{"id":"https://openalex.org/C68189081","wikidata":"https://www.wikidata.org/wiki/Q12748","display_name":"Fossil fuel","level":2,"score":0.5512526631355286},{"id":"https://openalex.org/C47737302","wikidata":"https://www.wikidata.org/wiki/Q167336","display_name":"Greenhouse gas","level":2,"score":0.43855059146881104},{"id":"https://openalex.org/C175605778","wikidata":"https://www.wikidata.org/wiki/Q3299701","display_name":"Natural resource economics","level":1,"score":0.3989519476890564},{"id":"https://openalex.org/C39432304","wikidata":"https://www.wikidata.org/wiki/Q188847","display_name":"Environmental science","level":0,"score":0.387653648853302},{"id":"https://openalex.org/C548081761","wikidata":"https://www.wikidata.org/wiki/Q180388","display_name":"Waste management","level":1,"score":0.22788184881210327},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.12285849452018738},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.11579135060310364},{"id":"https://openalex.org/C111368507","wikidata":"https://www.wikidata.org/wiki/Q43518","display_name":"Oceanography","level":1,"score":0.0}],"mesh":[],"locations_count":22,"locations":[{"id":"doi:10.1016/j.frl.2018.03.008","doi":"https://doi.org/10.1016/j.frl.2018.03.008","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.frl.2018.03.008","pdf_url":null,"source":{"id":"https://openalex.org/S88577320","display_name":"Finance research letters","issn_l":"1544-6123","issn":["1544-6123","1544-6131"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","fnege-3","jufo-1","norway-1","poland-70","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Finance Research Letters","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.3135899","doi":"https://doi.org/10.2139/ssrn.3135899","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3135899","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.2995461","doi":"https://doi.org/10.2139/ssrn.2995461","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.2995461","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:www.ucm.es:40906","doi":null,"is_oa":true,"landing_page_url":"http://eprints.ucm.es/40906/1/1706.pdf","pdf_url":"http://eprints.ucm.es/40906/1/1706.pdf","source":{"id":"https://openalex.org/S4306400298","display_name":"Library Open Repository (Universidad Complutense Madrid)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I121748325","host_organization_name":"Universidad Complutense de Madrid","host_organization_lineage":["https://openalex.org/I121748325"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/workingPaper"},{"id":"pmh:eur:oai:repub.eur.nl:99514","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/1765/99514","pdf_url":"http://hdl.handle.net/1765/99514","source":{"id":"https://openalex.org/S4377196287","display_name":"RePub (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/workingpaper"},{"id":"pmh:oai:RePEc:ems:eureir:99514","doi":null,"is_oa":false,"landing_page_url":"https://repub.eur.nl/pub/99514/EI2017-05.pdf","pdf_url":"https://repub.eur.nl/pub/99514/EI2017-05.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:tin:wpaper:20170015","doi":null,"is_oa":false,"landing_page_url":"https://papers.tinbergen.nl/17015.pdf","pdf_url":"https://papers.tinbergen.nl/17015.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:ucm:doicae:1706","doi":null,"is_oa":false,"landing_page_url":"https://eprints.ucm.es/id/eprint/40906/1/1706.pdf","pdf_url":"https://eprints.ucm.es/id/eprint/40906/1/1706.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:ucm:doicae:1808","doi":null,"is_oa":false,"landing_page_url":"https://eprints.ucm.es/id/eprint/48487/1/1808.pdf","pdf_url":"https://eprints.ucm.es/id/eprint/48487/1/1808.pdf","source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:econstor.eu:10419/162281","doi":null,"is_oa":true,"landing_page_url":"http://hdl.handle.net/10419/162281","pdf_url":"http://hdl.handle.net/10419/162281","source":{"id":"https://openalex.org/S4306401696","display_name":"Econstor (Econstor)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"doc-type:workingPaper"},{"id":"pmh:oai:repub.eur.nl:99514","doi":null,"is_oa":true,"landing_page_url":"http://repub.eur.nl/pub/99514","pdf_url":"http://repub.eur.nl/pub/99514","source":{"id":"https://openalex.org/S4377196287","display_name":"RePub (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/workingPaper"},{"id":"pmh:oai:www.ucm.es:48487","doi":null,"is_oa":true,"landing_page_url":"https://eprints.ucm.es/id/eprint/48487/1/1808.pdf","pdf_url":"https://eprints.ucm.es/id/eprint/48487/1/1808.pdf","source":{"id":"https://openalex.org/S4377196321","display_name":"Docta Complutense (Universidad Complutense de Madrid)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I121748325","host_organization_name":"Universidad Complutense de Madrid","host_organization_lineage":["https://openalex.org/I121748325"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/workingPaper"},{"id":"mag:2581618145","doi":null,"is_oa":false,"landing_page_url":"https://repub.eur.nl/pub/99514/EI2017-05.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4306508636","display_name":"Econometric Institute Research Papers","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["cwts-core"],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"journal"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Econometric Institute Research Papers","raw_type":null},{"id":"mag:3122176876","doi":null,"is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:tin:wpaper:20170015","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"mag:3122337221","doi":null,"is_oa":false,"landing_page_url":"https://econpapers.repec.org/RePEc:ucm:doicae:1706","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"RePEc: Research Papers in Economics","raw_type":null},{"id":"pmh:eur:oai:pure.eur.nl:publications/4ecc8440-54fc-4a05-97a0-0c239cbcef8b","doi":null,"is_oa":false,"landing_page_url":"https://pure.eur.nl/en/publications/4ecc8440-54fc-4a05-97a0-0c239cbcef8b","pdf_url":null,"source":{"id":"https://openalex.org/S4306401266","display_name":"EUR Research Repository (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/report"},{"id":"pmh:eur:oai:pure.eur.nl:publications/833f5805-2e2f-4906-ac3d-78fb468a1162","doi":null,"is_oa":false,"landing_page_url":"https://pure.eur.nl/en/publications/833f5805-2e2f-4906-ac3d-78fb468a1162","pdf_url":null,"source":{"id":"https://openalex.org/S4306401266","display_name":"EUR Research Repository (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/report"},{"id":"pmh:eur:oai:pure.eur.nl:publications/a1f9bb1f-042f-49ca-90ae-7fe0faaba1a1","doi":null,"is_oa":false,"landing_page_url":"https://pure.eur.nl/en/publications/a1f9bb1f-042f-49ca-90ae-7fe0faaba1a1","pdf_url":null,"source":{"id":"https://openalex.org/S4306401266","display_name":"EUR Research Repository (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Finance Research Letters, 28, 11 - 19. Elsevier","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:eee:finlet:v:28:y:2019:i:c:p:11-19","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1544612317305482","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:ir.lib.nchu.edu.tw:11455/100558","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/11455/100558","pdf_url":null,"source":{"id":"https://openalex.org/S7407064280","display_name":"NCHU Institutional Repository CRIS","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"journal article"},{"id":"pmh:oai:pure.eur.nl:openaire_cris_publications/4ecc8440-54fc-4a05-97a0-0c239cbcef8b","doi":null,"is_oa":false,"landing_page_url":"http://hdl.handle.net/1765/105431","pdf_url":null,"source":{"id":"https://openalex.org/S4306401266","display_name":"EUR Research Repository (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Chang, CL & McAleer, M 2018, The fiction of full BEKK: Pricing fossil fuels and carbon emissions. Econometric Institute, Erasmus University Rotterdam, Rotterdam. < http://hdl.handle.net/1765/105431 >","raw_type":"info:eu-repo/semantics/report"},{"id":"pmh:oai:pure.eur.nl:openaire_cris_publications/833f5805-2e2f-4906-ac3d-78fb468a1162","doi":null,"is_oa":false,"landing_page_url":"https://pure.eur.nl/en/publications/833f5805-2e2f-4906-ac3d-78fb468a1162","pdf_url":null,"source":{"id":"https://openalex.org/S4306401266","display_name":"EUR Research Repository (Erasmus University Rotterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I913958620","host_organization_name":"Erasmus University Rotterdam","host_organization_lineage":["https://openalex.org/I913958620"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Chang, C-L & McAleer, M 2017, The Fiction of Full BEKK. Econometric Institute Report Series EI2017-05 edn, Econometric Institute, Erasmus University Rotterdam, Rotterdam.","raw_type":"info:eu-repo/semantics/report"}],"best_oa_location":{"id":"doi:10.2139/ssrn.3135899","doi":"https://doi.org/10.2139/ssrn.3135899","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3135899","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SSRN Electronic Journal","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320321040","display_name":"National Science Council","ror":"https://ror.org/02kv4zf79"},{"id":"https://openalex.org/F4320322795","display_name":"Ministry of Science and Technology, Taiwan","ror":"https://ror.org/02kv4zf79"},{"id":"https://openalex.org/F4320334704","display_name":"Australian Research Council","ror":"https://ror.org/05mmh0f86"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2792947730.pdf","grobid_xml":"https://content.openalex.org/works/W2792947730.grobid-xml"},"referenced_works_count":22,"referenced_works":["https://openalex.org/W1588163064","https://openalex.org/W1975994995","https://openalex.org/W1977480757","https://openalex.org/W1979575715","https://openalex.org/W1994177366","https://openalex.org/W1999814123","https://openalex.org/W1999996900","https://openalex.org/W2001513187","https://openalex.org/W2061160212","https://openalex.org/W2095364399","https://openalex.org/W2097856579","https://openalex.org/W2104053023","https://openalex.org/W2117922789","https://openalex.org/W2130492799","https://openalex.org/W2138724101","https://openalex.org/W2143053136","https://openalex.org/W2149292156","https://openalex.org/W2339352911","https://openalex.org/W2624867638","https://openalex.org/W3022241556","https://openalex.org/W3123185352","https://openalex.org/W4212828114"],"related_works":["https://openalex.org/W2581618145","https://openalex.org/W3122245801","https://openalex.org/W2761998272","https://openalex.org/W605795049","https://openalex.org/W1530371987","https://openalex.org/W2007926406","https://openalex.org/W3157194723","https://openalex.org/W2131961749","https://openalex.org/W4391542351","https://openalex.org/W2896342220"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2022,"cited_by_count":5},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":8},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":3}],"updated_date":"2026-11-09T13:22:03.289127","created_date":"2018-03-29T00:00:00"}