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Issue Date
Title
Author(s)
1-Jan-2014
An analysis of interdependencies among energy, biofuel, and agricultural markets using vine copula model
Phattanan Boonyanuphong
;
Songsak Sriboonchitta
1-Jan-2014
An analysis of volatility and dependence between rubber spot and futures prices using copula-extreme value theory
Phattanan Boonyanuphong
;
Songsak Sriboonchitta
1-Jan-2013
Modeling dependency of crude oil price and agricultural commodity prices: A pairwise copulas approach
Phattanan Boonyanuphong
;
Songsak Sriboonchitta
;
Chukiat Chaiboonsri
Discover
Author
1
Chukiat Chaiboonsri
Subject
3
Computer Science
Date issued
2
2014
1
2013