Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts
type: Item
instance of: scholarly article
title: Multivariate dependence analysis via tree copula models: an application to one-year forward energy contracts
zbMATH Open document ID: 1431.62585
author: Federico Bassetti
author: Enrica Nicolino
author: Claudia Tarantola
author: Maria Elena De Giuli
published in: European Journal of Operational Research
publication date: 2018-05-17T00:00:00Z
full work available at URL: http://hdl.handle.net/11311/1061068
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 91B74
zbMATH DE Number: 6869353
zbMATH Keywords: multivariate analysis
zbMATH Keywords: Bayesian analysis
zbMATH Keywords: copula model
zbMATH Keywords: energy market
zbMATH Keywords: Markov chain Monte Carlo
MaRDI profile type: Publication
OpenAlex ID: W2794259193
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DOI: 10.1016/J.EJOR.2018.02.037
description: scientific article; zbMATH DE number 6869353