Multi-Commodity Price Risk Hedging using Asymmetric Tail Dependence Modelling

Additional Metadata
Keywords	Risk Management; Nested Archimedean Copulas; Hierarchical Outer Power Transformed Copula; HOPAC; HAC
Thesis Advisor	Reuvers, J.W.N.
Persistent URL	hdl.handle.net/2105/59471
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	Njio, S.T. (2021, July 28). Multi-Commodity Price Risk Hedging using Asymmetric Tail Dependence Modelling. Econometrie. Retrieved from http://hdl.handle.net/2105/59471

Publication