Estimation of risk measures in energy portfolios using modern copula techniques (Q1623536)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of risk measures in energy portfolios using modern copula techniques |
scientific article |
Statements
Estimation of risk measures in energy portfolios using modern copula techniques (English)
0 references
23 November 2018
0 references
crude oil
0 references
joint dynamics
0 references
tail copulas
0 references
goodness-of-fit tests
0 references
backtesting
0 references
risk measures
0 references