Risk Management on the Metals Market
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DOI: 10.15611/eada.2020.2.06
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References listed on IDEAS
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More about this item
Keywords
risk measure; modified GlueVaR; extreme risk; sources of risk; metals market;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
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