Bai, X., Lam, J. S. L., & Engineering, S. o. C. a. E. (2021). A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price.
Chicago Style CitationBai, Xiwen, Jasmine Siu Lee Lam, and School of Civil and Environmental Engineering. A Copula-GARCH Approach for Analyzing Dynamic Conditional Dependency Structure between Liquefied Petroleum Gas Freight Rate, Product Price Arbitrage and Crude Oil Price. 2021.
MLA CitationBai, Xiwen, Jasmine Siu Lee Lam, and School of Civil and Environmental Engineering. A Copula-GARCH Approach for Analyzing Dynamic Conditional Dependency Structure between Liquefied Petroleum Gas Freight Rate, Product Price Arbitrage and Crude Oil Price. 2021.