مرور Volume 24, Issue 2 بر اساس موضوع "C32"
در حال نمایش موارد 1 - 1 از 1
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Risk Management in Oil Market: A Comparison between Multivariate GARCH Models and Copula-based Models (University of Tehran, Faculty of Economics, 2020-05-01)H igh price volatility and the risk are the main features of commodity markets. One way to reduce this risk is to apply the hedging policy by future contracts. In this regard, in this paper, we will calculate ...
 



