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Title: | Oil hedging with a multivariate semiparametric value-at-risk portfolio | Authors: | Živkov, Dejan; Manić, Slavica ; Đurašković, Jasmina ; Gajić Glamočlija, Marina | Issue Date: | 2022 | Publication: | Borsa Istanbul Review | ISSN: | 2214-8450 Borsa Istanbul Review Search Idenfier | Type: | Article | Collation: | vol. 22 br. 6 str. 1118-1131 | DOI: | 10.1016/j.bir.2022.08.004 | WoS-ID: | 000949415900006 | Scopus-ID: | 2-s2.0-85137073559 | URI: | https://enauka.gov.rs/handle/123456789/758448 https://phaidrabg.bg.ac.rs/o:29620 |
M-category: | 21M21 |
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