A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price
- 期刊名称Energy Economics
- 作者Bai, Xiwen; Lam, Jasmine Siu Lee
- 印刷ISSN0140-9883
- 文件大小1377.63KB
- 发表时间2018-10
- DOI10.1016/j.eneco.2018.10.032
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