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Journal of Applied Statistics Volume 41, 2014 - Issue 1
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Original Articles

Modelling oil and gas supply disruption risks using extreme-value theory and copula

Nalan GülpınarWarwick Business School, CoventryCV4 7AL, UKCorrespondence[email protected]
&
Kabir KatataNigeria Deposit Insurance Corporation, Abuja, Nigeria
Pages 2-25 | Received 26 Mar 2013, Accepted 17 Jul 2013, Published online: 06 Sep 2013

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Read on this site (2)

V. Mohtashami-Borzadaran, M. Amini & J. Ahmadi. (2023) Estimating the parameters of a dependent model and applying it to environmental data set. Journal of Applied Statistics 50:4, pages 984-1016.
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Ningli Wang, Wanhai You & Cheng Peng. (2019) Heterogeneous risk spillovers from crude oil to regional natural gas markets: the role of the shale gas revolution. Energy Sources, Part B: Economics, Planning, and Policy 14:6, pages 215-234.
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Articles from other publishers (1)

Nalan Gülpιnar, Ethem Canakoglu & Dessislava Pachamanova. (2014) Robust investment decisions under supply disruption in petroleum markets. Computers & Operations Research 44, pages 75-91.
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