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Please use this identifier to cite or link to this item: http://hdl.handle.net/2307/40448
Title: COMMODITY RISK MANAGEMENT: A TWO-FACTOR MODEL WITH LONG-TERM DEPENDENCY
Authors: Russo, Flavio
Advisor: Gheno, Andrea
Aluigi, Federico
Keywords: Energy Risk Managment
Two-Factor model
Correlation
Cointegration
Long-Term Dependency
Issue Date: 13-Jun-2017
Publisher: Università degli studi Roma Tre
URI: http://hdl.handle.net/2307/40448
Access Rights: info:eu-repo/semantics/openAccess
Appears in Collections:X_Dipartimento di Studi Aziendali
T - Tesi di dottorato

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