Measuring correlation risk for energy derivatives
Year of publication: |
2008
|
---|---|
Authors: | Galeeva, Roza ; Hoogland, Jiri ; Eydeland, Alexander |
Published in: |
Risk management in commodity markets : from shipping to agricuturals and energy. - Chichester : Wiley, ISBN 0-470-69425-4. - 2008, p. 81-89
|
Subject: | Energiemarkt | Energy market | Derivat | Derivative | Preis | Price | VAR-Modell | VAR model | Statistische Methode | Statistical method |
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