Relationship between Exchange Rates, Palm Oil Prices, and Crude Oil Prices: A Vine Copula Based GARCH ApproachT Kiatmanaroch, S Sriboonchitta - Modeling Dependence in Econometrics, 2014 - Springer
... it can be used for producing alternative energy in the form of biodiesel to reduce the effects from
the crude oil price crisis. ... the volatility of the exchange rate and the commodity daily prices, which
are generally non-normal distributions, and applied the vine copula model to ... 引用顯示更多服務