一种分析液化石油气运费率、产品价格套利与原油价格之间动态条件依赖结构的Copula-GARCH方法

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

Energy Economics · 2018
被引 68
人大 A-ABS 3
能源经济学金融计量经济学大宗商品定价风险管理