Charalampos Basdekis, Apostolos Christopoulos, Alexandros Gkolfinopoulos, Ioannis Katsampoxakis. VaR as a risk management framework for the spot and futures tanker markets. Operational Research, 22(4):4287-4352, 2022. [doi]
@article{BasdekisCGK22,
title = {VaR as a risk management framework for the spot and futures tanker markets},
author = {Charalampos Basdekis and Apostolos Christopoulos and Alexandros Gkolfinopoulos and Ioannis Katsampoxakis},
year = {2022},
doi = {10.1007/s12351-021-00673-y},
url = {https://doi.org/10.1007/s12351-021-00673-y},
researchr = {https://researchr.org/publication/BasdekisCGK22},
cites = {0},
citedby = {0},
journal = {Operational Research},
volume = {22},
number = {4},
pages = {4287-4352},
}