Probabilistic and statistical methods in commodity risk management
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Publication:6581585
Cites work
- A reinforcement learning algorithm for trading commodities
- A stochastic model for evaluating the peaks of commodities' returns
- Assessing model risk in financial and energy markets using dynamic conditional vars
- Firms' profitability and ESG score: a machine learning approach
- Forecasting extreme negative returns in gold and silver: a discrete-duration approach to POT models
- On the efficacy of ``herd behavior in the commodities market: a neuro-fuzzy agent ``herding on deep learning traders
- Sentiment-driven mean reversion in the 4/2 stochastic volatility model with jumps
- Simultaneous marginal homogeneity versus directional alternatives for multivariate binary data with application to circular economy assessments
- Strategic energy flows in input-output relations: a temporal multilayer approach
- Swing option pricing consistent with futures smiles
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