On Optimization of Copula-Based Extended Tail Value-at-Risk and its Application in Energy Risk

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]

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