2012•Advances in intelligent systems and computingRequires access

Modeling Dependency of Crude oil Price and Agricultural Commodity Prices: A Pairwise Copulas Approach

Phattanan Boonyanuphong, Songsak Sriboonchitta, Chukiat Chaiboonsri

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Key concepts: Copula (linguistics), Economics, Econometrics, Crude oil, Volatility (finance), Autoregressive conditional heteroskedasticity, Contango, Portfolio

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