Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems
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 |
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