Price risk in the NYMEX energy complex : an extreme value approach
Year of publication: |
2005
|
---|---|
Authors: | Krehbiel, Timothy L. ; Adkins, Lee Chester |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 4, p. 309-337
|
Subject: | Rohstoffderivat | Commodity derivative | Finanzanalyse | Financial analysis | Energiemarkt | Energy market | Schätzung | Estimation | USA | United States |
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