Co-movement of Prices of Energy and Agricultural Commodities in Biofuel Era: A Period-GARCH Copula Approach.

Xue Gong Songsak Sriboonchitta

Published in: TES (2014)

Keyphrases

energy consumption
long run
energy minimization
exchange rate
big data
dependence structure
random vectors
market conditions
competitive market
low energy
energy saving
dynamic pricing
wavelet analysis
minimum energy
expected cost
garch model
joint distribution
monte carlo simulation