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VaR as a risk management framework for the spot and futures tanker markets

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]

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