Measuring the price risk of energy portfolio with Copula-VaR model

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作者：
School of Mathematics and Physics, University of Science and Technology Beijing, Beijing [1 ]
100083, China
不详 [2 ]
100081, China
不详 [3 ]
100081, China
不详 [4 ]
410082, China
不详 [5 ]
410082, China
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来源：
Xitong Gongcheng Lilum yu Shijian | / 3卷 / 771-779期
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Compendex;
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Investments
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