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~person:"Jabalameli, Farkhondeh"
~subject:"Asymmetric Dependence"
~subject:"Global Oil Consumption"
~subject:"OPEC OIL OUTPUT"
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Asymmetric Dependence
Global Oil Consumption
OPEC OIL OUTPUT
ARCH model
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Copula-based Models
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Erdölpolitik
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Multivariate Verteilung
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Jabalameli, Farkhondeh
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Iranian economic review : journal of University of Tehran
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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
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