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"Analysis of long-term natural gas contracts with vine copulas in ..."

Elisabetta Allevi et al. (2019)

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DOI: 10.1007/S10479-018-2932-X

access: closed

type: Journal Article

metadata version: 2022-12-07

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Elisabetta Allevi, L. Boffino, Maria Elena De Giuli, Giorgia Oggioni:
Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems. Ann. Oper. Res. 274(1-2): 1-37 (2019)

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