Co-movement of prices of energy and agricultural commodities in biofuel era: A period-GARCH copula approach
This study examines volatility and co-movement structures of coal and agricultural commodities index returns in China's bioful era. After taking into account the periodicity of changes in coal and agriculture prices, we show that the Period-GARCH (P-GARCH), which captures the characteristics of...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | Book Series |
| 出版: |
2018
|
| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897883264&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45244 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Chiang Mai University |