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How to hedge extreme risk of natural gasin multivariate semiparametric value-at-risk portfolio?
| Title: | How to hedge extreme risk of natural gasin multivariate semiparametric value-at-risk portfolio? | Authors: | Živkov, Dejan; Kuzman, Boris   ; Subić, Jonel |
Issue Date: | 2023 | Publication: | E+M Ekonomie a Management | ISSN: | 1212-3609 E and M Ekonomie a Management Search Idenfier |
Publisher: | Technická univerzita v Liberci, Česká republika | Type: | Article | Collation: | vol. 26 br. 3 str. 128-144 | DOI: | 10.15240/tul/001/2023-3-008 | WoS-ID: | 001093456800008 | Scopus-ID: | 2-s2.0-85172788046 | URI: | https://enauka.gov.rs/handle/123456789/843906 http://repository.iep.bg.ac.rs/715/ |
URL: | https://www.ekonomie-management.cz/archiv/search/detail/2099-how-to-hedge-extreme-risk-of-natural-gas-in-multivariate-semiparametric-value-at-risk-portfolio/ | M-category: | 23M23 |
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