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~subject:"Commodity price"
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Modeling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 108-120
Persistent link: https://www.econbiz.de/10012035118
Saved in:
2
Modelling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
-
2016
Persistent link: https://www.econbiz.de/10011777185
Saved in:
3
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
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