Research on the dependence of spot and future prices of EUA based on SV-Copula model

LIU Jian, LIAO Shufei, HUANG Yuying, YAN Lizhao

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (7) : 1694-1706.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (7) : 1694-1706. DOI: 10.12011/1000-6788-2019-2742-13

Research on the dependence of spot and future prices of EUA based on SV-Copula model

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(7): 1694-1706 https://doi.org/10.12011/1000-6788-2019-2742-13

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