Hedging performance analysis of energy markets : evidence from copula quantile regression

Xianling Ren, Xinping Yu

Year of publication:	2024
Authors:	Ren, Xianling ; Yu, Xinping
Subject:	copula quantile regression \| hedge ratio \| hedging performance \| nonlinearity \| skew-t-GARCH \| Hedging \| Multivariate Verteilung \| Multivariate distribution \| Regressionsanalyse \| Regression analysis \| Kapitaleinkommen \| Capital income \| Energiemarkt \| Energy market \| Theorie \| Theory

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