Vine copula approach for modelling dependence of commodity and stock markets

dc.contributor.author	Karakas, Ayse Metin
dc.contributor.author	Demir, Aslihan
dc.contributor.author	Calik, Sinan
dc.date.accessioned	2021-12-16T09:06:42Z
dc.date.available	2021-12-16T09:06:42Z
dc.identifier.issn	0972-0510
dc.identifier.uri	https://doi.org/10.1080/09720510.2021.1877904
dc.identifier.uri	http://dspace.beu.edu.tr:8080/xmlui/handle/20.500.12643/9845
dc.description.abstract	This paper examines vine copula dependency between commodity markets and stock markets [ISE 30 (Turkey Stock Index), SP 500 (American Stock Index and FTSE 100 (United Kingdom Stock Index)] by applying the dependence parameter of copula. The dataset consis
dc.language.iso	English
dc.publisher	Taylor & Francıs Ltd
dc.source	Journal Of Statıstıcs & Management Systems
dc.title	Vine copula approach for modelling dependence of commodity and stock markets
dc.type	Article; Early Access
dc.identifier.doi	10.1080/09720510.2021.1877904
dc.identifier.wos	WOS:000658709300001

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