Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems (Q1730697)
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scientific article; zbMATH DE number 7032681
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| 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)
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6 March 2019
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long-term natural gas contracts
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multivariate dependence structure
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pair-copula construction
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portfolio optimization
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vine copulas
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0.8039215207099915
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0.6932075023651123
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0.6789958477020264
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0.6704522967338562
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0.6662889122962952
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