Copula-based local dependence among energy, agriculture and metal commodities markets

Published 2020 View Full Article

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Title
Copula-based local dependence among energy, agriculture and metal commodities markets
Authors
Keywords
Energy prices, Commodities markets, Local dependence, Co-movements, Mixture copula, Local Kendall’s tau
Journal
ENERGY
Volume 202, Issue -, Pages 117762
Publisher
Elsevier BV
Online
2020-05-05
DOI
10.1016/j.energy.2020.117762

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