Estimating the ‘value at risk’ of EUA futures prices based on the extreme value theory

Mi, Zhifu and Zhang, Yue-Jun (2011) Estimating the ‘value at risk’ of EUA futures prices based on the extreme value theory. International Journal of Global Energy Issues, 35 (2/3/4). pp. 145-157. ISSN 1741-5128

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Item Type:	Article
Faculty \ School:	Faculty of Social Sciences > School of Global Development (formerly School of International Development)
Depositing User:	Pure Connector
Date Deposited:	18 Sep 2015 09:46
Last Modified:	21 Oct 2022 01:15
URI:	https://ueaeprints.uea.ac.uk/id/eprint/54408
DOI:	10.1504/IJGEI.2011.045027

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