Correlation matrices estimation in energy portfolio optimization
2018 ◽
Vol 54
(6)
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pp. 5590-5598
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2017 ◽
Vol 8
(4)
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pp. 1898-1910
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2004 ◽
Vol 343
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pp. 623-634
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2012 ◽
Vol 524-527
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pp. 3027-3035
2013 ◽
Vol 16
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pp. 757-766
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