A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price-Reference-Cited by-同舟云学术

A copula-GARCH approach for analyzing dynamic conditional dependency structure between liquefied petroleum gas freight rate, product price arbitrage and crude oil price

Published:2019-02 Issue: Volume:78 Page:412-427
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Bai Xiwen,Lam Jasmine Siu Lee

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference46 articles.

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4. An integrated analysis of interrelationships within the very large gas carrier (VLGC) shipping market;Bai;Marit. Econ. Logist.,2017

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