Modeling the co-movements between crude oil and refined petroleum markets
Bin Tong; Chongfeng Wu; Chunyang Zhou
| Year of publication: |
2013
|
|---|---|
| Authors: | Tong, Bin ; Wu, Chongfeng ; Zhou, Chunyang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 40.2013, p. 882-898
|
| Subject: | Crude oil price | Asymmetry | Copula | Tail dependence | Non-exchangeability | Ölpreis | Oil price | Ölmarkt | Oil market | Multivariate Verteilung | Multivariate distribution | Erdöl | Petroleum | Welt | World | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010356014