Pages that link to "Item:Q3087577"
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The following pages link to Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets (Q3087577):
Displaying 4 items.
- Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets (Q652875) (← links)
- Stable modeling in energy risk management (Q1397054) (← links)
- An energy-based measure for long-run horizon risk quantification (Q2158627) (← links)
- The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data (Q6073568) (← links)