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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...
Autores principales: | Wang, Lu, Ahmad, Ferhana, Luo, Gong-li, Umar, Muhammad, Kirikkaleli, Dervis |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2021
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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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