Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas
Author:
Affiliation:
1. Department of Mathematical Sciences Faculty of Science and Technology Universiti Kebangsaan Malaysia Bangi Malaysia
2. Graduate School of Business and Law RMIT University Melbourne Vic. Australia
Publisher
Wiley
Subject
Political Science and International Relations,Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/twec.13123
Reference28 articles.
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3. Oil price uncertainty, monetary policy and the macroeconomy: The Canadian perspective
4. Energy prices and aggregate economic activity: an interpretative survey
5. Modeling the relationship between the oil price and global food prices
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