Methanol futures hedging with skewed normal distribution by copula method
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Cites work
- An introduction to copulas.
- Downside risks in EU carbon and fossil fuel markets
- Estimating value at risk of portfolio by conditional copula-GARCH method
- Extremal properties of the univariate extended skew-normal distribution. Part A.
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5080942 (Why is no real title available?)
- scientific article; zbMATH DE number 3497315 (Why is no real title available?)
- Increases in skewness and three-moment preferences
- Skew mixture models for loss distributions: a Bayesian approach
- Skewed bivariate models and nonparametric estimation for the CTE risk measure
- Tables for Computing Bivariate Normal Probabilities
- Tail asymptotics for the bivariate skew normal
- The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
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