Estimating Multi-Period Value at Risk of Oil Futures Prices
Year of publication: |
2022
|
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Authors: | Zhou, Chunyang ; Qin, Xiao ; Diao, Xundi ; He, Yingcheng |
Publisher: |
[S.l.] : SSRN |
Subject: | Rohstoffderivat | Commodity derivative | Risikomaß | Risk measure | Ölpreis | Oil price | Schätzung | Estimation | Erdöl | Petroleum |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Applied Economics, Vol. 48, No.32, 2016 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 11, 2016 erstellt Volltext nicht verfügbar |
Classification: | C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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