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

Research output: Contribution to journal › Article › peer-review

16 Citations (Scopus)

Original language	English
Pages (from-to)	145-157
Number of pages	12
Journal	International Journal of Global Energy Issues
Volume	35
Issue number	2/3/4
DOIs	https://doi.org/10.1504/IJGEI.2011.045027
Publication status	Published - 2011

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@article{5374a1e6873c4f8ca864f1cb88c43661,

title = "Estimating the {\textquoteleft}value at risk{\textquoteright} of EUA futures prices based on the extreme value theory",

author = "Zhifu Mi and Yue-Jun Zhang",

year = "2011",

doi = "10.1504/IJGEI.2011.045027",

language = "English",

volume = "35",

pages = "145--157",

journal = "International Journal of Global Energy Issues",

issn = "1741-5128",

publisher = "Inderscience Publishers",

number = "2/3/4",

}

TY - JOUR

T1 - Estimating the ‘value at risk’ of EUA futures prices based on the extreme value theory

AU - Mi, Zhifu

AU - Zhang, Yue-Jun

PY - 2011

Y1 - 2011

U2 - 10.1504/IJGEI.2011.045027

DO - 10.1504/IJGEI.2011.045027

M3 - Article

SN - 1741-5128

VL - 35

SP - 145

EP - 157

JO - International Journal of Global Energy Issues

JF - International Journal of Global Energy Issues

IS - 2/3/4

ER -