Systemic risk in energy derivative markets: a graph theory analysis
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More about this item
KeywordsMinimum spanning trees; Systemic risk; Energy; Derivative markets; High dimensional analysis; Graph theory; Minimum spanning trees.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-10-20 (All new papers)
- NEP-ENE-2012-10-20 (Energy Economics)
- NEP-RMG-2012-10-20 (Risk Management)
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