Multivariate approaches for Value-At-Risk and Expected Shortfall on electricity forwards
| Main Authors: | , |
|---|---|
| Format: | Others |
| Language: | English |
| Published: |
Umeå universitet, Nationalekonomi
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-90958 |