Market risk in commodity markets: a VaR approach
| Authors: | GIOT, Pierre ; LAURENT, Sébastien |
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| Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
| Extent: | text/plain |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | In : Energy Economics, 25, 435-457, 2003 Number 1682 |
| Other identifiers: | 10.1016/S0140-9883(03)00052-5 [DOI] |
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Persistent link: https://www.econbiz.de/10010693973