Dependence structure and risk spillover among nonferrous metal futures : a vine copula approach
Ruolan Ouyang, Jinming Ma, Xiaoxia Xiao
| Year of publication: |
2023
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|---|---|
| Authors: | Ouyang, Ruolan ; Ma, Jinming ; Xiao, Xiaoxia |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 30.2023, 9, p. 1253-1260
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| Subject: | dependence structure | Nonferrous metal | risk spillover | vine copula | Multivariate Verteilung | Multivariate distribution | Spillover-Effekt | Spillover effect | Risiko | Risk | Metallmarkt | Metal market | Metallindustrie | Metal industry | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2022.2044010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014303863