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Residual Shape Risk on Natural Gas Market with Mixed Jump Diffusion

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61384399%3A31110%2F19%3A00053776" target="_blank" >RIV/61384399:31110/19:00053776 - isvavai.cz</a>

  • Result on the web

    <a href="https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2019-05/34_2019_janda_kourilek.pdf" target="_blank" >https://cama.crawford.anu.edu.au/sites/default/files/publication/cama_crawford_anu_edu_au/2019-05/34_2019_janda_kourilek.pdf</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Residual Shape Risk on Natural Gas Market with Mixed Jump Diffusion

  • Original language description

    Main topics of the document: residual shape risk; natural gas market; energy

  • Czech name

  • Czech description

Classification

  • Type

    O - Miscellaneous

  • CEP classification

  • OECD FORD branch

    50206 - Finance

Result continuities

  • Project

    <a href="/en/project/GA18-05244S" target="_blank" >GA18-05244S: Innovative Approaches to Credit Risk Management</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2019

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů