Analysis of long-term natural gas contracts with vine copulas in optimization portfolio problems

In Europe gas is sold according to two main methods: long-term contract (LTCs) and hub pricing. Europe is moving towards a mix of long term and spot markets, but the eventual outcome is still unknown. The fall of the European gas demand combined with the increase of the US shale gas exports and the...

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Veröffentlicht in:	Annals of operations research 2019-03, Vol.274 (1-2), p.1-37
Hauptverfasser:	Allevi, E., Boffino, L., De Giuli, M. E., Oggioni, G.
Format:	Artikel
Sprache:	eng
Schlagworte:	Analysis Business and Management Combinatorics Commodities Contracts Dependence Distribution (Commerce) Financial markets Liquefied natural gas Management research Markets Natural gas Oil & gas royalties Operations research Operations Research/Decision Theory Optimization Optimization theory Original Research Portfolio management Pricing Pricing policies Resource allocation Shale gas Studies Supply and demand Theory of Computation
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