Pages that link to "Item:Q1623536"
From MaRDI portal
The following pages link to Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536):
Displaying 9 items.
- Modeling spot price dependence in Australian electricity markets with applications to risk management (Q342246) (← links)
- Portfolio value-at-risk estimation in energy futures markets with time-varying copula-GARCH model (Q475247) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697) (← links)
- Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts (Q1749519) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets (Q3087577) (← links)
- Using Copulas to Model Dependence Between Crude Oil Prices of West Texas Intermediate and Brent-Europe (Q4985752) (← links)
- Oil price and FX-rates dependency (Q5001144) (← links)
