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Portfolio optimization of financial commodities with energy futures

The recent growth in economic and financial markets has brought the focus on energy derivatives as an alternative investment class for investors, financial analysts, and portfolio managers. The financial modeling and risk management of portfolios using the energy derivatives instrument is a requirem...

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Detalles Bibliográficos
Autores principales: Wang, Lu, Ahmad, Ferhana, Luo, Gong-li, Umar, Muhammad, Kirikkaleli, Dervis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8542366/
https://www.ncbi.nlm.nih.gov/pubmed/34720317
http://dx.doi.org/10.1007/s10479-021-04283-x

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