Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536)
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scientific article; zbMATH DE number 6983984
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| English | Estimation of risk measures in energy portfolios using modern copula techniques |
scientific article; zbMATH DE number 6983984 |
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Estimation of risk measures in energy portfolios using modern copula techniques (English)
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23 November 2018
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crude oil
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joint dynamics
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tail copulas
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goodness-of-fit tests
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backtesting
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risk measures
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0.8299945592880249
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0.7585196495056152
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0.7534534931182861
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0.7420253753662109
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0.7419942617416382
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