An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model

Phattanan Boonyanuphong, Songsak Sriboonchitta. An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model. In Van-Nam Huynh, Vladik Kreinovich, Songsak Sriboonchitta, editors, Modeling Dependence in Econometrics - Selected Papers of the Seventh International Conference of the Thailand Econometric Society, TES 2014, Faculty of Economics, Chiang Mai University, Thailand, January 8-10, 2014. Volume 251 of Advances in Intelligent Systems and Computing, pages 415-429, Springer, 2014. [doi]

Abstract

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