Pages that link to "Item:Q2222183"
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The following pages link to Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (Q2222183):
Displaying 4 items.
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536) (← links)
- Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals (Q3133036) (← links)
- Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)