@inbook{c042a683b2894bce899a0ef8e5f61e34,
title = "Risk Modelling of Energy Futures: A comparison of RiskMetrics, Historical Simulation, Filtered Historical Simulation, and Quantile Regression.",
author = "Ronald Huisman and KE Dahlen and S Westgaard",
year = "2015",
language = "English",
isbn = "9783319138800",
series = "Springer Proceedings in Mathematics & Statistics",
pages = "283--292",
editor = "A. Steland and E. Wafajlowicz and K. Szajowski",
booktitle = "Stochastic Models, Statistics and Their Applications",
publisher = "Springer-Verlag",
address = "Germany",
}