Detecting market transitions and energy futures risk management using principal components
Year of publication: |
2006
|
---|---|
Authors: | Borovkova, Svetlana |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 12.2006, 6/7, p. 495-512
|
Subject: | Rohstoffderivat | Commodity derivative | Energie | Energy | Saisonale Schwankungen | Seasonal variations | CAPM | Großbritannien | United Kingdom |
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