Bony Parulian Josaphat, Moch Fandi Ansori, Khreshna Syuhada. On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk. IEEE Access, 9:122474-122485, 2021. [doi]
@article{JosaphatAS21,
title = {On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk},
author = {Bony Parulian Josaphat and Moch Fandi Ansori and Khreshna Syuhada},
year = {2021},
doi = {10.1109/ACCESS.2021.3106715},
url = {https://doi.org/10.1109/ACCESS.2021.3106715},
researchr = {https://researchr.org/publication/JosaphatAS21},
cites = {0},
citedby = {0},
journal = {IEEE Access},
volume = {9},
pages = {122474-122485},
}