Application of Extreme Value Theory, the Daily Brent Crude Oil Price
by Abdul-Aziz Ibn Musah, Simon Kojo Appiah
An academic examination of extreme value theory applied to daily Brent crude oil price data and market risk analysis.
About This Book
This work examines the application of extreme value theory to the analysis of daily Brent crude oil prices.
The study explores statistical methods suited for modeling rare and extreme price fluctuations in energy markets.
Authors Abdul-Aziz Ibn Musah and Simon Kojo Appiah present a technical approach grounded in quantitative analysis.
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