Measuring risk in stressed commodity markets: a comparative analysis of expected shortfall and value-at-risk

Additional Metadata
Keywords	Basel III, Extreme value theory, Market risks
Thesis Advisor	Huurman, C.I., Qiu, B.
Persistent URL	hdl.handle.net/2105/31606
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Çiftçi, G. (2015). Measuring risk in stressed commodity markets: a comparative analysis of expected shortfall and value-at-risk. In Finance & Investments.http://hdl.handle.net/2105/31606

Measuring risk in stressed commodity markets