An analysis of interdependencies among energy, biofuel, and agricultural markets using vine copula model
This paper aims to study the structure of interdependencies between the energy, biofuel and agricultural commodity markets. The work concentrates on the dependence between ethanol and agricultural futures returns conditional to crude oil returns, and interdependence among agricultural commodities co...
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| Main Authors: | , |
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| Format: | Book Series |
| Published: |
2018
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| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897874778&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/53427 |
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| Institution: | Chiang Mai University |