Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519)
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scientific article; zbMATH DE number 6869353
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| English | Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts |
scientific article; zbMATH DE number 6869353 |
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Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (English)
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17 May 2018
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multivariate analysis
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Bayesian analysis
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copula model
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energy market
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Markov chain Monte Carlo
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0.7512828707695007
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0.7375779747962952
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0.7355020046234131
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0.7346510887145996
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