Methanol futures hedging with skewed normal distribution by copula method

DOI10.1080/00207160.2020.1819537OpenAlexW3083012831MaRDI QIDQ5031272

Xinxin Wang, Xing Yu, Chengli Zheng, Wei-Guo Zhang

Publication date: 18 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2020.1819537

zbMATH Keywords

genetic algorithmartificial bee colony algorithmcopula methodskewed normal distributionfutures hedgingmethanol price

Mathematics Subject Classification ID

Numerical analysis (65-XX) Computer science (68-XX)

Cites Work

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