Hedging strategy for ethanol processing with copula distributions
Iddrisu Awudu, William Wilson, Bruce Dahl
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Awudu, Iddrisu ; Wilson, William W. ; Dahl, Bruce L. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 57.2016, p. 59-65
|
| Subject: | Ethanol | Hedging | Value at risk | Copula | Efficient frontier | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Biokraftstoff | Biofuel | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Volatilität | Volatility | ARCH-Modell | ARCH model | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.04.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011698281