Backtesting energy portfolio with copula dependence structure

Masala, G

Masala, G (corresponding author), Univ Cagliari, Dept Econ & Business Sci, Via S Ignazio 17, I-09123 Cagliari, Italy.

ENERGY SYSTEMS-OPTIMIZATION MODELING SIMULATION AND ECONOMIC ASPECTS, 2021; 12 (2): 393

Abstract

The energy markets play a crucial role in the economic development of every country. These markets are characterized by high volatilities due to sizea......

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