Estimation of value at risk for copper
Konstantinos Gkillas, Christoforos Konstantatos, Spyros Papathanasiou, Mark Wohar
| Year of publication: |
2023
|
|---|---|
| Authors: | Gillas, Konstantinos Gkillas ; Konstantatos, Christoforos ; Papathanasiou, Spyros ; Wohar, Mark E. |
| Published in: |
Journal of commodity markets. - Amsterdam : Elsevier, ISSN 2405-8513, ZDB-ID 3067450-5. - Vol. 32.2023, p. 1-15
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| Subject: | Commodities market | Copper | VaR forecasts | GARCH-Type models | CAViaR | DQR | Risikomaß | Risk measure | Kupfermarkt | Copper market | Kupfer | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Kupferindustrie | Copper industry | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Kupferbergbau | Copper mining |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2023.100351 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014495711