Impact of COVID-19 on the dependence structure of WTI crude oil spot and future price
Wo-Chiang Lee, Jhuo-Ying Lee
| Year of publication: |
2020
|
|---|---|
| Authors: | Lee, Wo-Chiang ; Lee, Jhuo-Ying |
| Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 19.2020, 11, p. 1299-1312
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| Subject: | Crude Oil | Volatility | Dependence | Copula | AR-GJR-GARCH | Volatilität | Ölmarkt | Oil market | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Coronavirus | Erdöl | Petroleum | Multivariate Verteilung | Multivariate distribution | Börsenkurs | Share price | Spotmarkt | Spot market | Welt | World | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012599720