Estimation of risk measures in energy portfolios using modern copula techniques

Stefan Jäschke

Year of publication:	2012
Authors:	Jäschke, Stefan
Publisher:	Dortmund : SFB 823
Subject:	Ölpreis \| Oil price \| Rohstoffderivat \| Commodity derivative \| Portfolio-Management \| Portfolio selection \| Risikomaß \| Risk measure \| Multivariate Verteilung \| Multivariate distribution \| Schätzung \| Estimation \| USA \| United States \| Europa \| Europe

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