Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models
Hoang Nguyen, Audronė Virbickaitė
| Year of publication: |
2023
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|---|---|
| Authors: | Nguyen, Hoang ; Virbickaitė, Audronė |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 124.2023, p. 1-14
|
| Subject: | Copula | Hedging | MIDAS | Portfolio | SMC | Stock-oil | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106738 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014480067