The performance of composite forecast models of value-at-risk in the energy market
Year of publication: |
2010
|
---|---|
Authors: | Chiu, Yen-chen ; Chuang, I-yuan ; Lai, Jing-yi |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 2, p. 423-431
|
Subject: | Risikomaß | Risk measure | Energiemarkt | Energy market | Energieprognose | Energy forecast |
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