Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Chen Zhang, Yu Yang, Po Yun
| Year of publication: |
2020
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|---|---|
| Authors: | Chen, Zhang ; Yang, Yu ; Yun, Po |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 32.2020, p. 1-10
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| Subject: | Carbon market | Heterogeneous dependency | Risk factors | Value at risk | Vine copula | Risikomaß | Risk measure | Risiko | Risk | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection | Theorie | Theory | Risikomanagement | Risk management | Messung | Measurement | Klimawandel | Climate change |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2018.12.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430683