Empirical evidence linking futures price movements of biofuel crops and conventional energy fuel
© Springer International Publishing Switzerland 2015. This study proposes a dynamic vine copula based ARMAX-GARCH model to explore the dependence structures between energy futures and agricultural futures, and between corn future and soybean future conditional on energy futures etc. The more importa...
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| Main Authors: | , , , , |
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| Format: | Article |
| Published: |
Springer Verlag
2015
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| Subjects: | |
| Online Access: | http://www.scopus.com/inward/record.url?partnerID=HzOxMe3b&scp=84919332070&origin=inward http://cmuir.cmu.ac.th/handle/6653943832/39138 |
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| Institution: | Chiang Mai University |