Measuring the price risk of energy portfoliowith Copula-VaR model

ZHAO Lu-tao, LI Ting, ZHANG Yue-jun, WEI Yi-ming

Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (3) : 771-779.

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Systems Engineering - Theory & Practice ›› 2015, Vol. 35 ›› Issue (3) : 771-779. DOI: 10.12011/1000-6788(2015)3-771

Measuring the price risk of energy portfoliowith Copula-VaR model

  • ZHAO Lu-tao1,2,3, LI Ting1, ZHANG Yue-jun4,5, WEI Yi-ming2,3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2015, 35(3): 771-779 https://doi.org/10.12011/1000-6788(2015)3-771

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