Dependence risk analysis in energy, agricultural and precious metals commodities : a pair vine copula approach
Year of publication: |
[2019]
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Authors: | Kumar, Satish ; Tiwari, Aviral Kumar ; Raheem, Ibrahim D. ; Ji, Qiang |
Publisher: |
[Yaoundé] : African Governance and Development Institute |
Subject: | R-vine | VaR | Dependence structure | Tree structure | Commodity markets | Rohstoffmarkt | Commodity market | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Rohstoffderivat | Commodity derivative | Landwirtschaft | Agriculture | Warenbörse | Commodity exchange |
Extent: | 1 Online-Ressource (circa 35 Seiten) Illustrationen |
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Series: | AGDI working paper. - [Yaoundé] : [Verlag nicht ermittelbar], ZDB-ID 2832636-2. - Vol. WP/19, 092 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:10419/227971 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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