Financial modelling, risk management of energy instruments and the role of cryptocurrencies
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Publication:2150838
DOI10.1007/S10479-020-03680-YzbMath1494.91185OpenAlexW3035470913MaRDI QIDQ2150838
Muhammad Ali Nasir, Subhan Ullah, Toan Luu Duc Huynh, Muhammad Qaiser Shahbaz
Publication date: 30 June 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-020-03680-y
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Portfolio theory (91G10) Actuarial science and mathematical finance (91G99)
Related Items (3)
Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future ⋮ Portfolio optimization of financial commodities with energy futures ⋮ Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak?
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