Amanote Research

Amanote Research

    RegisterSign In

Assessment of Conditional Dependence Structure in Commodity Futures Markets Using Copula-Garch Models and Fuzzy Clustering Methods

doi 10.20472/iac.2019.052.027
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2019

Authors
Małgorzata JustAleksandra Łuczak
Publisher

International Institute of Social and Economic Sciences


Related search

Dependence Modeling and Portfolio Risk Estimation Using GARCH-Copula Approach

Sains Malaysiana
Multidisciplinary
2019English

Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

SSRN Electronic Journal
2014English

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

Journal of Banking and Finance
EconomicsEconometricsFinance
2010English

Dynamic Welfare Analysis and Commodity Futures Markets Overshooting

1991English

Determinants of Hedging and Risk Premia in Commodity Futures Markets

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
1989English

Three Essays on Commodity Futures and Options Markets

English

Factor Structure in Commodity Futures Return and Volatility

Journal of Financial and Quantitative Analysis
AccountingEconomicsEconometricsFinance
2018English

Commodity and Equity Markets: Some Stylized Facts From a Copula Approach

Journal of Banking and Finance
EconomicsEconometricsFinance
2013English

The Effects of Margin Changes on the Commodity Futures Markets

SSRN Electronic Journal
2012English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy