Please use this identifier to cite or link to this item:
http://cmuir.cmu.ac.th/jspui/handle/6653943832/54417Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Teera Kiatmanaroch | en_US |
| dc.contributor.author | Ornanong Puarattanaarunkorn | en_US |
| dc.contributor.author | Kittawit Autchariyapanitkul | en_US |
| dc.contributor.author | Songsak Sriboonchitta | en_US |
| dc.date.accessioned | 2018-09-04T10:13:11Z | - |
| dc.date.available | 2018-09-04T10:13:11Z | - |
| dc.date.issued | 2015-01-01 | en_US |
| dc.identifier.issn | 03029743 | en_US |
| dc.identifier.other | 2-s2.0-84958534369 | en_US |
| dc.identifier.other | 10.1007/978-3-319-25135-6_39 | en_US |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84958534369&origin=inward | en_US |
| dc.identifier.uri | http://cmuir.cmu.ac.th/jspui/handle/6653943832/54417 | - |
| dc.description.abstract | © Springer International Publishing Switzerland 2015. This paper used the copula based ARMA-GARCH to examine the dependence structure between the weekly prices of two commodities, namely Crude oil and Crude palm oil. We found evidence of a weak positive dependence between two commodities prices. These findings suggest that the crude oil market of the Middle East and the crude palm oil market of Malaysia are linked together. This information is useful for decision making in various area, such as the risk management in financial field and the international trade in agricultural commodities. | en_US |
| dc.subject | Computer Science | en_US |
| dc.subject | Mathematics | en_US |
| dc.title | Volatility linkages between price returns of Crude oil and crude palm oil in the ASEAN region: A copula based GARCH approach | en_US |
| dc.type | Conference Proceeding | en_US |
| article.title.sourcetitle | Lecture Notes in Artificial Intelligence (Subseries of Lecture Notes in Computer Science) | en_US |
| article.volume | 9376 | en_US |
| article.stream.affiliations | Khon Kaen University | en_US |
| article.stream.affiliations | Maejo University | en_US |
| article.stream.affiliations | Chiang Mai University | en_US |
| Appears in Collections: | CMUL: Journal Articles | |
Files in This Item:
There are no files associated with this item.
Items in CMUIR are protected by copyright, with all rights reserved, unless otherwise indicated.