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Article Dans Une Revue International Journal of Finance and Economics Année : 2020

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

Hemei Li
  • Fonction : Auteur
Shixuan Wang

Dates et versions

hal-03513413 , version 1 (05-01-2022)

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Hemei Li, Zhenya Liu, Shixuan Wang. Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach. International Journal of Finance and Economics, 2020, ⟨10.1002/ijfe.2280⟩. ⟨hal-03513413⟩
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