Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems |
scientific article; zbMATH DE number 7032681
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems |
scientific article; zbMATH DE number 7032681 |
Statements
Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (English)
0 references
6 March 2019
0 references
long-term natural gas contracts
0 references
multivariate dependence structure
0 references
pair-copula construction
0 references
portfolio optimization
0 references
vine copulas
0 references
0 references
0 references
0 references
0 references
