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~subject:"Multivariate distribution"
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Multivariate distribution
Agricultural Finance
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Sukcharoen, Kunlapath
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Energy economics
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ECONIS (ZBW)
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1
Interdependence of oil prices and stock market indices : a copula approach
Sukcharoen, Kunlapath
;
Zohrabyan, Tatevik
;
Leatham, David J.
- In:
Energy economics
44
(
2014
),
pp. 331-339
Persistent link: https://www.econbiz.de/10010457169
Saved in:
2
Optimal gasoline hedging strategies using futures contracts and exchange-traded funds
Sukcharoen, Kunlapath
;
Choi, Hankyeung
;
Leatham, David J.
- In:
Applied economics
47
(
2015
)
31/33
,
pp. 3482-3498
Persistent link: https://www.econbiz.de/10011293520
Saved in:
3
Geographical diversification in wheat farming : a copula-based CVaR framework
Larsen, Ryan
;
Leatham, David J.
;
Sukcharoen, Kunlapath
- In:
Agricultural finance review
75
(
2015
)
3
,
pp. 368-384
Persistent link: https://www.econbiz.de/10011341937
Saved in:
4
Analyzing extreme comovements in agricultural and energy commodity markets using a regular vine copula method
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
5
,
pp. 193-201
Persistent link: https://www.econbiz.de/10011951844
Saved in:
5
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
6
Dependence and extreme correlation among US industry sectors
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Studies in economics and finance
33
(
2016
)
1
,
pp. 26-49
Persistent link: https://www.econbiz.de/10011718723
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