keyword Copula-based Models / (1 Article)
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Writer : Jabalameli، Farkhondeh ؛ Ahmadian، Majid ؛ Corresponding Author : Ghorbani، Pouria ؛
Journal:Iranian Economic Reveiw»Spring 2020, Volume 24 - Number 2 Ranking Science-Research (Ministry of Science/ISC (25 page(s) - From 489 to 513 )
Keywords:C32Optimal hedge ratioAsymmetric DependenceCopula-based ModelsOPEC Oil. JEL Classification: G32