Commodity tail risks
Manuel Ammann, Mathis Moerke, Marcel Prokopczuk, Christoph Matthias Würsig
| Year of publication: |
2023
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|---|---|
| Authors: | Ammann, Manuel ; Mörke, Mathis ; Prokopczuk, Marcel ; Würsig, Christoph Matthias |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 2, p. 168-197
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| Subject: | commodities | dependencies | tail risks | Risiko | Risk | Risikomanagement | Risk management | Rohstoffmarkt | Commodity market | Risikomaß | Risk measure | Rohstoffderivat | Commodity derivative | Welt | World | Volatilität | Volatility | Warenbörse | Commodity exchange | Ausreißer | Outliers | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22381 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014292992