Optimal Copula in a downside-risk hedging framework for oil refineries

Additional Metadata
Keywords	Copula; GARCH; Downside-Risk; C-vine; D-vine; HAC; Optimal Hedge Ratios
Thesis Advisor	Reuvers, J.W.N.
Persistent URL	hdl.handle.net/2105/59453
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Platenkamp, M.H.T. (2021, August 30). Optimal Copula in a downside-risk hedging framework for oil refineries. Econometrie. Retrieved from http://hdl.handle.net/2105/59453

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