Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas

Saiful Izzuan Hussain, Steven Li

Year of publication:	2022
Authors:	Hussain, Saiful Izzuan ; Li, Steven
Subject:	Chinese commodity futures \| Chinese fuel oil futures \| copula \| dependence structure \| extreme value theory \| China \| Rohstoffderivat \| Commodity derivative \| Multivariate Verteilung \| Multivariate distribution \| Ausreißer \| Outliers \| Risikomaß \| Risk measure \| Erdöl \| Petroleum \| Ölpreis \| Oil price \| ARCH-Modell \| ARCH model \| Ölmarkt \| Oil market \| Rohstoffpreis \| Commodity price

Online Resource

Check full text access |

More access options

doi.org

Check Google Scholar

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10012818942

A service of the