Title of article
Market risk in commodity markets: a VaR approach
Author/Authors
Pierre Giot، نويسنده , , Sebastien Laurent، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
23
From page
435
To page
457
Keywords
Skewed student distribution , Value-at-Risk , ARCH , Commodity markets , APARCH
Journal title
Energy Economics
Serial Year
2003
Journal title
Energy Economics
Record number
173829
Link To Document