Dependence analysis of ethanol, sugar, oil, BRL/USD exchange rate and BOVESPA : a vine copula approach
Anderson Gomes Resende, Osvaldo Candido
| Year of publication: |
julho-setembro 2015
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|---|---|
| Authors: | Resende, Anderson Gomes ; Candido, Osvaldo |
| Published in: |
Economia aplicada : EA. - Ribeirão Prêto : [FEA-RP, USP, Departamento de Economia], ISSN 1413-8050, ZDB-ID 2013461-7. - Vol. 19.2015, 3, p. 455-480
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| Subject: | Commodities | Biofuels | Multivariate dependence | Regular-vine Copulas | Wechselkurs | Exchange rate | Biokraftstoff | Biofuel | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Welt | World | Erdöl | Petroleum | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Other identifiers: | 10.1590/1413-8050/ea130174 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011561957