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Multivariate models of commodity futures markets: a dynamic copula approach

Published Online: 2023-02-12

Published Print: 2024

Authors

Chen, Sihong

Li, Qi

Wang, Qiaoyu https://orcid.org/0000-0002-8907-2822
Zhang, Yu Yvette
License Information

Text and Data Mining valid from 2023-02-12

Version of Record valid from 2023-02-12
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Chapter History

Received: 20 May 2022

Accepted: 23 January 2023

First Online: 12 February 2023

Declarations

:

: The authors have no conflict of interest.

: This article complies with all the ethical standards.

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