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1. Estimation of risk measures in energy portfolios using modern copula techniques

   Author: Jäschke, Stefan

   Published: 2012

   Publisher:  Universitätsbibliothek Dortmund, Dortmund

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	hdl: 2003/29691 urn: urn:nbn:de:101:1-201607262363
   Series:	Discussion Paper / SFB 823 ; 43/2012
   Subjects:	Erdölpreis; Warentermingeschäft; Warenterminhandel; Warenterminmarkt; Warenterminoption; Portfolio Selection; Value at Risk; Kopula <Mathematik>; Schätzung
   Other subjects:	(stw)Ölpreis; (stw)Rohstoffderivat; (stw)Portfolio-Management; (stw)Risikomaß; (stw)Multivariate Verteilung; (stw)Schätzung; (stw)USA; (stw)Europa; backtesting; crude oil; goodness-of-fit tests; joint dynamics; risk measures; tail copulas; Graue Literatur
   Scope:	Online-Ressource