Tail events : a new approach to understanding extreme energy commodity prices
Year of publication: |
2014
|
---|---|
Authors: | Koch, Nicolas |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 43.2014, p. 195-205
|
Subject: | Energy futures markets | Financialization | Fundamentals | Trading activity | Liquidity | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Welt | World | Energiemarkt | Energy market | Rohstoffpreis | Commodity price | Energiepreis | Energy price | Handelsvolumen der Börse | Trading volume | Ölmarkt | Oil market | Warenbörse | Commodity exchange |
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