Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (Q2222183)
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scientific article; zbMATH DE number 7305155
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| English | Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach |
scientific article; zbMATH DE number 7305155 |
Statements
Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach (English)
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3 February 2021
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copula
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crude oil
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GARCH model
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natural gas
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0.7942652702331543
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0.7901098728179932
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0.7688950300216675
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0.7686871886253357
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