Methanol futures hedging with skewed normal distribution by copula method
| العنوان: | Methanol futures hedging with skewed normal distribution by copula method |
|---|---|
| المؤلفون: | Xing Yu, Xinxin Wang, Chengli Zheng, Wei-Guo Zhang |
| المصدر: | International Journal of Computer Mathematics. 98:1327-1348 |
| بيانات النشر: | Informa UK Limited, 2020. |
| سنة النشر: | 2020 |
| مصطلحات موضوعية: | Price fluctuation, Skew normal distribution, Applied Mathematics, Computer Science Applications, Copula (probability theory), chemistry.chemical_compound, National economy, Computational Theory and Mathematics, chemistry, Econometrics, Risk avoidance, Methanol, Futures contract, Mathematics |
| الوصف: | As an environmental protection fuel, methanol is widely used in national economy. The tremendous price fluctuation of methanol makes risk avoidance an important issue. However, traditional normal h... |
| تدمد: | 1029-0265 0020-7160 |
| الوصول الحر: | https://explore.openaire.eu/search/publication?articleId=doi_________::ec9f66749f3e288b080990ef9d37ae4fTest https://doi.org/10.1080/00207160.2020.1819537Test |
| رقم الانضمام: | edsair.doi...........ec9f66749f3e288b080990ef9d37ae4f |
| قاعدة البيانات: | OpenAIRE |
| تدمد: | 10290265 00207160 |
|---|