Using nonparametric copulas to measure crude oil price co-movements
Anson T. Y. Ho, Kim P. Huynh, David T. Jacho-Chávez
| Year of publication: |
2019
|
|---|---|
| Authors: | Ho, Anson T. Y. ; Huynh, Kim P. ; Jacho-Chávez, David Tomás |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 82.2019, p. 211-223
|
| Subject: | Co-movement | Crude oil prices | Nonparametric copula | Tail dependence | Multivariate Verteilung | Multivariate distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Ölpreis | Oil price | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Welt | World | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.05.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012173921