Market risk in commodity markets: a VaR approach
| Year of publication: |
2003
|
|---|---|
| Authors: | Giot, Pierre ; Laurent, Sebastien |
| Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 25.2003, 5, p. 435-457
|
| Publisher: |
Elsevier |