ominous
发表于 2025-3-21 19:58:28
书目名称Energy Trading and Risk Management影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0310455<br><br> <br><br>书目名称Energy Trading and Risk Management读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0310455<br><br> <br><br>
PACK
发表于 2025-3-21 20:54:38
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impale
发表于 2025-3-22 02:56:08
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mucous-membrane
发表于 2025-3-22 07:08:13
Hedging Strategy with Futures Contracts,he volatility of the portfolio return, which consists of a spot and its futures, defined as the optimal hedge ratio (OHR), is the covariance of the spot and futures return series divided by the variance of the futures return series. We introduce some multivariate generalized autoregressive condition
negligence
发表于 2025-3-22 08:53:07
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使痛苦
发表于 2025-3-22 14:43:20
Alternative to Postface: Market Risk Transfer in Power Companies, where the LNG price is linearly linked to the crude oil index price, although it has a lower threshold. Assuming that the business balance is neutral when the contract has no lower threshold, we can interpret this contract as a short position in a crude oil put option. Next, we discuss a power sale
使痛苦
发表于 2025-3-22 19:51:27
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来就得意
发表于 2025-3-23 00:49:20
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OREX
发表于 2025-3-23 04:47:27
,Dosisgrößen und Strahlenschutzbegriffe,mating three types of bivariate GARCH models (i.e., the diagonal VECH model, diagonal BEKK model, and constant conditional correlation (CCC) model). The results indicate that the portfolio constructed on the OHR calculated by the diagonal BEKK model has the best hedging effect in the US and UK markets.
GNAT
发表于 2025-3-23 07:08:20
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