Probabilistic and statistical methods in commodity risk management
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Publication:6581585
DOI10.1002/ASMB.2841MaRDI QIDQ6581585FDOQ6581585
Authors: Fabio Antonelli, Roy Cerqueti, Alessandro Ramponi, Sergio Scarlatti 
Publication date: 30 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Cites Work
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- Firms' profitability and ESG score: a machine learning approach
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- Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps
- Strategic energy flows in input-output relations: a temporal multilayer approach
- A stochastic model for evaluating the peaks of commodities' returns
- On the efficacy of ``herd behavior in the commodities market: a neuro-fuzzy agent ``herding on deep learning traders
- A reinforcement learning algorithm for trading commodities
- Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments
- Assessing model risk in financial and energy markets using dynamic conditional vars
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