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 International Development
Depositing User: Pure Connector
Date Deposited: 18 Sep 2015 09:46
Last Modified: 22 Apr 2020 00:29
URI: https://ueaeprints.uea.ac.uk/id/eprint/54408
DOI: 10.1504/IJGEI.2011.045027

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