Risk management in oil market : a comparison between multivariate GARCH models and Copula-based models
Farkhondeh Jabalameli, Pouria Ghorbani, Majid Ahmadian
| Year of publication: |
2020
|
|---|---|
| Authors: | Jabalameli, Farkhondeh ; Ghorbani, Pouria ; Ahmadian, Majid |
| Subject: | Asymmetric Dependence | Optimal Hedge Ratio | Copula-based Models | OPEC Oil | ARCH-Modell | ARCH model | Ölmarkt | Oil market | Multivariate Verteilung | Multivariate distribution | Hedging | Risikomanagement | Risk management | OPEC-Staaten | OPEC countries | Ölpreis | Oil price | Erdölpolitik | Oil policy | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.22059/ier.2020.76015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012220873