Konnika Palason, Tanapol Rattanasamakarn, Roengchai Tansuchat. Price Volatility Dependence Structure Change Among Agricultural Commodity Futures Due to Extreme Event: An Analysis with the Vine Copula. In Katsuhiro Honda, Tomoe Entani, Seiki Ubukata, Van-Nam Huynh, Masahiro Inuiguchi, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 9th International Symposium, IUKM 2022, Ishikawa, Japan, March 18-19, 2022, Proceedings. Volume 13199 of Lecture Notes in Computer Science, pages 368-378, Springer, 2022. [doi]
Abstract is missing.