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
DC FieldValueLanguage
dc.contributor.advisorGheno, Andrea-
dc.contributor.advisorAluigi, Federico-
dc.contributor.authorRusso, Flavio-
dc.date.accessioned2021-11-22T15:40:27Z-
dc.date.available2021-11-22T15:40:27Z-
dc.date.issued2017-06-13-
dc.identifier.urihttp://hdl.handle.net/2307/40448-
dc.language.isoenen_US
dc.publisherUniversità degli studi Roma Treen_US
dc.subjectEnergy Risk Managmenten_US
dc.subjectTwo-Factor modelen_US
dc.subjectCorrelationen_US
dc.subjectCointegrationen_US
dc.subjectLong-Term Dependencyen_US
dc.titleCOMMODITY RISK MANAGEMENT: A TWO-FACTOR MODEL WITH LONG-TERM DEPENDENCYen_US
dc.typeDoctoral Thesisen_US
dc.subject.miurSettori Disciplinari MIUR::Scienze economiche e statistiche::METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIEen_US
dc.subject.isicruiCategorie ISI-CRUI::Scienze economiche e statisticheen_US
dc.subject.anagraferoma3Scienze economiche e statisticheen_US
dc.rights.accessrightsinfo:eu-repo/semantics/openAccess-
dc.description.romatrecurrentDipartimento di Studi Aziendali*
item.languageiso639-1other-
item.grantfulltextrestricted-
item.fulltextWith Fulltext-
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 simple item record Recommend this item

Page view(s)

89
checked on May 4, 2024

Download(s)

249
checked on May 4, 2024

Google ScholarTM

Check


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