Modeling dependency of crude oil price and agricultural commodity prices : a pairwise copulas approach

Phattanan Boonyanuphong, Songsak Sriboonchitta and Chukiat Chaiboonsri

Year of publication:	2013
Authors:	Boonyanuphong, Phattanan ; Songsak Sriboonchitta ; Chaiboonsri, Chukiat
Published in:	Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 255-267
Subject:	Ölpreis \| Oil price \| Agrarpreis \| Agricultural price \| Rohstoffderivat \| Commodity derivative \| Multivariate Verteilung \| Multivariate distribution \| Volatilität \| Volatility \| ARCH-Modell \| ARCH model \| Schätzung \| Estimation \| Welt \| World \| 2008-2011

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz im Buch ; Book section
Language:	English
Source:	ECONIS - Online Catalogue of the ZBW

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