%0 Journal Article
%T Risk Measurement in Commodities Markets Using Conditional Extreme Value Theory
%A GHORBEL, Ahmed
%A SOUILMI, Sameh
%J International Journal of Econometrics and Financial Management
%V 2
%N 5
%P 188-205
%D 2014
%M doi:10.12691/ijefm-2-5-4
%U http://pubs.sciepub.com/ijefm/2/5/4