Intersection tests for the cointegrating rank in dependent panel data. - Antonia Arsova; Deniz Dilan Karaman Örsal (Commun. Stat. Simul. Comput., 2020)

Modeling Volatility and Dependence of European Carbon and Energy Prices. - Jonathan Berrisch; Sven Pappert; Florian Ziel; Antonia Arsova (CoRR, 2022)