Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
DOI10.1007/S10479-018-2932-XzbMATH Open1434.91058OpenAlexW2808115541WikidataQ129701054 ScholiaQ129701054MaRDI QIDQ1730697FDOQ1730697
Authors: L. Boffino, E. Allevi, Maria Elena De Giuli, Giorgia Oggioni 
Publication date: 6 March 2019
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-2932-x
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pair-copula constructionvine copulasmultivariate dependence structureportfolio optimizationlong-term natural gas contracts
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)
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Cited In (3)
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