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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.fulltextWith Fulltext-
item.grantfulltextrestricted-
Appears in Collections:X_Dipartimento di Studi Aziendali
T - Tesi di dottorato
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