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~isPartOf:"Iranian economic review : journal of University of Tehran"
~subject:"Asymmetric Dependence"
~subject:"Global Oil Consumption"
~subject:"OPEC OIL OUTPUT"
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Asymmetric Dependence
Global Oil Consumption
OPEC OIL OUTPUT
Erdölpolitik
2
OPEC countries
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OPEC-Staaten
2
Oil market
2
Oil policy
2
Ölmarkt
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ARCH model
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ARCH-Modell
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Copula-based Models
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Erdölgewinnung
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Erdölkonsum
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Hedging
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Multivariate Verteilung
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Multivariate distribution
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Non-OPEC Oil Production
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OPEC Oil
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OPEC Oil Production
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Oil Price
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Oil consumption
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Oil price
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Optimal Hedge Ratio
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Petroleum extraction
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Risikomanagement
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Risk management
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Statistical distribution
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Ahmadian, Majid
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Azami, Somayeh
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Fattahi, Shahram
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Jabalameli, Farkhondeh
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Rezaeian, Mehdi
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Iranian economic review : journal of University of Tehran
Working Papers / C.V. Starr Center for Applied Economics, Department of Economics
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Risk management in oil market : a comparison between multivariate GARCH models and Copula-based models
Jabalameli, Farkhondeh
;
Ghorbani, Pouria
;
Ahmadian, Majid
- In:
Iranian economic review : journal of University of Tehran
24
(
2020
)
2
,
pp. 489-513
Persistent link: https://www.econbiz.de/10012220873
Saved in:
2
Historical and variance decomposition for oil price, oil consumption, OPEC and non-
OPEC
oil
production
Azami, Somayeh
;
Fattahi, Shahram
;
Rezaeian, Mehdi
- In:
Iranian economic review : journal of University of Tehran
21
(
2017
)
3
,
pp. 519-541
Persistent link: https://www.econbiz.de/10011731067
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