Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Year of publication: |
2014
|
---|---|
Authors: | Aloui, Riadh ; Aïssa, Mohamed Safouane Ben ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 42.2014, C, p. 332-342
|
Publisher: |
Elsevier |
Subject: | Copulas | Extreme dependence measures | Crude oil | Natural gas | VaR |
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