Market risk in commodity markets : a VaR approach
Pierre Giot; Sébastien Laurent
| Year of publication: |
2003
|
|---|---|
| Authors: | Giot, Pierre ; Laurent, Sébastien |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 25.2003, 5, p. 435-457
|
| Subject: | ARCH-Modell | ARCH model | Rohstoffmarkt | Commodity market | Risikomanagement | Risk management | Theorie | Theory | Welt | World | Risikomaß | Risk measure | 1987-2002 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001790694