Nonlinear tail dependence between energy and agricultural commodities
Zehra Atik, Bulent Guloglu, Talat Ulussever
| Year of publication: |
2024
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|---|---|
| Authors: | Atik, Zehra ; Güloğlu, Bülent ; Ulussever, Talat |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 139.2024, Art.-No. 107914, p. 1-42
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| Subject: | Agricultural commodities | Energy commodities | Nonlinear dependence | Spillovers | Tail dependence | Energiemarkt | Energy market | Spillover-Effekt | Spillover effect | Statistische Verteilung | Statistical distribution | Energiekonsum | Energy consumption | Landwirtschaft | Agriculture | Multivariate Verteilung | Multivariate distribution | Nichtlineare Regression | Nonlinear regression | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107914 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015532989