位置：成果数据库 > 期刊 > 期刊详情页
Modeling the co-movements between crude oil and refined petroleum markets
  • ISSN号：0140-9883
  • 期刊名称：Energy Economics
  • 时间：2013
  • 页码：882-897
  • 相关项目：多资产的跳相关建模、风险度量和优化配置
作者： Bin Tong|Chongfeng Wu|Chunyang Zhou|
同期刊论文项目
多资产的跳相关建模、风险度量和优化配置
期刊论文 9
同项目期刊论文
The role of heterogeneous expectations in forward exchange market
Dynamic Dependence Between Liquidity and the S&P 500 Index Futures-Cash Basis
基于GJR-EVT-COPULA和下偏矩的最优资产组合分析
Optimal liquidity reserve with funding liquidity risk
Foreign exchange reserves management in the presence of jump risk
Dynamic and Asymmetric Dependences Between Chinese Yuan and Other Asia-Pacific Currencies
The economic role of jumps in EUR/USD and USD/JPY exchange rates
The market pricing of the lifeboat provision in a closed-end fund