Energy portfolio risk management using time-varying extreme...

Energy portfolio risk management using time-varying extreme value copula methods

Ghorbel, Ahmed, Trabelsi, Abdelwahed
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Volume:
38
Language:
english
Journal:
Economic Modelling
DOI:
10.1016/j.econmod.2013.12.023
Date:
February, 2014
File:
PDF, 1.49 MB
english, 2014
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