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~isPartOf:"Energy economics"
~person:"Aloui, Riadh"
~person:"Ke, Rui"
~subject:"Rohstoffderivat"
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Rohstoffderivat
Commodity derivative
2
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Aloui, Riadh
Ke, Rui
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Forecasting the VaR of crude oil market: do alternative distributions help?
Lyu, Yongjian
;
Wang, Peng
;
Wei, Yu
;
Ke, Rui
- In:
Energy economics
66
(
2017
),
pp. 523-534
Persistent link: https://www.econbiz.de/10011896562
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Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
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