The economic evaluation of volatility timing on commodity futures using periodic GARCH-Copula model
© Springer International Publishing Switzerland 2015. Corn is rapidly emerging used as an energy crop. As such, it strengthen the corn-ethanol-crude oil price relationship. In addition, both corn price and crude oil price have been shown to have seasonal changes and also exhibit an asymmetric or tai...
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| 格式: | Conference Proceeding |
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2018
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| 在線閱讀: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84958526181&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/54375 |
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