Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
E. Allevi, L. Boffino, M. E. De Giuli, G. Oggioni
| Year of publication: |
2019
|
|---|---|
| Authors: | Allevi, Elisabetta ; Boffino, L. ; De Giuli, Maria Elena ; Oggioni, G. |
| Published in: |
Annals of operations research ; volume 274, numbers 1/2 (March 2019). - New York, NY, USA : Springer. - 2019, p. 1-37
|
| Subject: | Portfolio-Management | Portfolio selection | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Erdgasmarkt | Natural gas market | Erdgas | Natural gas |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-018-2932-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012000643