Hedging downside risk of oil refineries : a vine copula approach
Kunlapath Sukcharoen, David J. Leatham
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Sukcharoen, Kunlapath ; Leatham, David J. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 66.2017, p. 493-507
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| Subject: | Downside risk | Energy hedging | Futures hedging | Multiproduct hedging | Vine copula | Hedging | Multivariate Verteilung | Multivariate distribution | Derivat | Derivative | Risikomanagement | Risk management | Theorie | Theory | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.07.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896556