Estimating the ‘value at risk’ of EUA futures prices based on the extreme value theory

Zhifu Mi, Yue-Jun Zhang

Research output: Contribution to journalArticlepeer-review

12 Citations (Scopus)
Original languageEnglish
Pages (from-to)145-157
Number of pages12
JournalInternational Journal of Global Energy Issues
Volume35
Issue number2/3/4
DOIs
Publication statusPublished - 2011

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