Using Copula to Test Dependency between Energy and Agricultural Commodities
2014
Details
Title
Using Copula to Test Dependency between Energy and Agricultural Commodities
Issue Date
May 28 2014
Publication Type
Conference Paper/ Presentation
DOI and Other Identifiers
10.22004/ag.econ.170364
Record Identifier
https://ageconsearch.umn.edu/record/170364
PURL Identifier
http://purl.umn.edu/170364
Language
English
Page Range
1 - 25
Total Pages
25
JEL Codes
C32
Q43
Q47
Q43
Q47
Note
Paper removed at the request of the author. Please contact Ashok Mishra if questions (AMishra@agcenter.lsu.edu).
Published as: Koirala KH, et al., Energy prices and agricultural commodity prices: Testing correlation using copulas method, Energy (2015), http://dx.doi.org/10.1016/j.energy.2014.12.055
Published as: Koirala KH, et al., Energy prices and agricultural commodity prices: Testing correlation using copulas method, Energy (2015), http://dx.doi.org/10.1016/j.energy.2014.12.055