Energy prices and agricultural commodity prices: Testing correlation using copulas method

Title
Energy prices and agricultural commodity prices: Testing correlation using copulas method
Authors
Keywords
Energy prices, Agricultural commodity prices, Copula, Dependency, Clayton copula
Journal
ENERGY
Volume 81, Issue -, Pages 430-436
Publisher
Elsevier BV
Online
2015-01-21
DOI
10.1016/j.energy.2014.12.055

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