Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach-Reference-Cited by-同舟云学术

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Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach

Published:2019-12-25 Issue:28 Volume:52 Page:3055-3072
ISSN:0003-6846
Container-title:Applied Economics
language:en
Short-container-title:Applied Economics

Author:

Kumar Satish¹,Tiwari Aviral Kumar²^ORCID,Raheem I. D.³,Ji Qiang⁴⁵

Affiliation:

1. IBS Hyderabad, (ICFAI Foundation for Higher Education) , Hyderabad, India

2. Rajagiri Business School, Rajagiri Valley Campus , Kochi, India

3. European Xtramile Centre of African Studies, Liege, Belgium

4. Center for Energy and Environmental Policy Research, Institutes of Science and Development, Chinese Academy of Sciences , Beijing, China

5. School of Public Policy and Management, University of Chinese Academy of Sciences , Beijing, China

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036846.2019.1705240

Reference59 articles.

1. Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors

2. On the Comovement of Commodity Prices

3. Risk Measurement and Risk Modelling Using Applications of Vine Copulas

4. Spillovers between food and energy prices and structural breaks

5. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach

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3. Multi-scale dependence and risk contagion among international financial markets based on VMD-Vine copula-CoVaR;Applied Economics;2024-01-25

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