Börger, Reik; Cartea, Álvaro; Kiesel, Rüdiger; … - In: Journal of Futures Markets 29 (2009) 3, pp. 197-217
The understanding of joint asset return distributions is an important ingredient for managing risks of portfolios. Although this is a well‐discussed issue in fixed income and equity markets, it is a challenge for energy commodities. In this study we are concerned with describing the joint...