Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas
| Year of publication: |
2021
|
|---|---|
| Authors: | Hussain, Saiful Izzuan ; Li, Steven |
| Published in: |
The World Economy. - Wiley, ISSN 1467-9701, ZDB-ID 1473825-9. - Vol. 45.2021, 1 (05.04.), p. 317-335
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/twec.13123 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012538977