Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Satish Kumar, Aviral Kumar Tiwari, I.D. Raheem and Qiang Ji
| Year of publication: |
2020
|
|---|---|
| Authors: | Kumar, Satish ; Tiwari, Aviral Kumar ; Raheem, I. D. ; Ji, Qiang |
| Subject: | commodity markets | dependence structure | R-vine | tree structure | VaR | Rohstoffmarkt | Commodity market | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Rohstoffderivat | Commodity derivative | Landwirtschaft | Agriculture | Warenbörse | Commodity exchange |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1705240 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012221480