1. ArcAdiA Archivio Aperto di Ateneo
  2. Tipologia di Documenti
  3. T - Tesi di dottorato
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

Files in This Item:
File Description SizeFormat
Commodity Risk Management - a Two-Factor Model with Long-Term Dependency.pdf5.46 MBAdobe PDFView/Open
Show full item record Recommend this item

Page view(s)

203
checked on Dec 20, 2025

Download(s)

450
checked on Dec 20, 2025

Google ScholarTM

Check


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.