Multivariate dependence analysis via tree copula models : an application to one-year forward energy contracts
Year of publication: |
16 September 2018
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Authors: | Bassetti, Federico ; De Giuli, Maria Elena ; Nicolino, Enrica ; Tarantola, Claudia |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 269.2018, 3 (16.9.), p. 1107-1121
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Subject: | Multivariate analysis | Bayesian analysis | Copula model | Energy market | Markov Chain Monte Carlo | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Bayes-Statistik | Bayesian inference | Energiemarkt | Schätzung | Estimation |
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