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~subject:"Copula-based Models"
~subject:"Oil Price"
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Search: subject:"OPEC Oil"
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Iranian economic review : journal of University of Tehran
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Risk management in oil market : a comparison between multivariate GARCH models and Copula-based models
Jabalameli, Farkhondeh
;
Ghorbani, Pouria
;
Ahmadian, Majid
- In:
Iranian economic review : journal of University of Tehran
24
(
2020
)
2
,
pp. 489-513
Persistent link: https://www.econbiz.de/10012220873
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2
Historical and variance decomposition for oil price, oil consumption, OPEC and non-
OPEC
oil
production
Azami, Somayeh
;
Fattahi, Shahram
;
Rezaeian, Mehdi
- In:
Iranian economic review : journal of University of Tehran
21
(
2017
)
3
,
pp. 519-541
Persistent link: https://www.econbiz.de/10011731067
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