Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (Q4558847)
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scientific article; zbMATH DE number 6987153
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel |
scientific article; zbMATH DE number 6987153 |
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Empirical Evidence Linking Futures Price Movements of Biofuel Crops and Conventional Energy Fuel (English)
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30 November 2018
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asset return
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tail dependence
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copula model
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Gaussian copula
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expected shortfall
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