Measuring extreme risk dependence between the oil and gas markets.
Hachmi Ben AmeurZied FtitiFredj JawadiWaël LouhichiPublished in: Ann. Oper. Res. (2022)
Keyphrases
- extreme events
- natural gas
- oil field
- genetic algorithm
- risk management
- dependence structure
- impact analysis
- emergency management
- risk factors
- electronic commerce
- risk assessment
- learning algorithm
- market equilibrium
- risk measures
- risk analysis
- high risk
- financial markets
- electronic markets
- early warning
- oil spill
- resource allocation