Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula

Konnika Palason, Tanapol Rattanasamakarn, Roengchai Tansuchat

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Konnika Palason, Tanapol Rattanasamakarn, Roengchai Tansuchat

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Roengchai Tansuchat

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Journal

Lecture Notes in Computer Science Including Subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics

Published Date

01 Jan 2022

DOI

10.1007/978-3-030-98018-4_30

ISSN

0302-9743

Scopus EID

2-s2.0-85126540779

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