Portfolio stress testing applied to commodity futures (Q2221465)
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scientific article; zbMATH DE number 7304209
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio stress testing applied to commodity futures |
scientific article; zbMATH DE number 7304209 |
Statements
Portfolio stress testing applied to commodity futures (English)
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2 February 2021
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stress testing
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commodity futures
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risk measures
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extreme value theory
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copula functions
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0.7338194251060486
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0.7189234495162964
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0.7087850570678711
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0.6833012104034424
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