Analyzing extreme comovements in agricultural and energy commodity markets using a regular vine copula method

Sukcharoen, Kunlapath; Leatham, David J.

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/2632

Title:

Analyzing extreme comovements in agricultural and energy commodity markets using a regular vine copula method

Journal:

International Journal of Energy Economics and Policy

Authors:

Sukcharoen, Kunlapath
Leatham, David J.

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2018

Language:

English (eng)

Citation:

Sukcharoen, Kunlapath/Leatham, David J. (2018). Analyzing extreme comovements in agricultural and energy commodity markets using a regular vine copula method. In: International Journal of Energy Economics and Policy 8 (5), S. 193 - 201.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

Files in This Item:

File

Description

Size

Format

1046068938.pdf
download file

630.55 kB

Adobe PDF

Download Statistics

BibTeX-Export