Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach

Hemei Li, Zhenya Liu and Shixuan Wang
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Zhenya Liu: CERGAM - Centre d'Études et de Recherche en Gestion d'Aix-Marseille - AMU - Aix Marseille Université - UTLN - Université de Toulon

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Date: 2020
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Published in International Journal of Finance and Economics, 2020, ⟨10.1002/ijfe.2280⟩

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Journal Article: Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach (2022)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03513413

DOI: 10.1002/ijfe.2280

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