Podcasts Science Banff International Research Station (BIRS) Robust Estimation of Conditional Risk Measures for Crude Oil and Natural Gas Futures Prices in the Presence of Outliers

Robust Estimation of Conditional Risk Measures for Crude Oil and Natural Gas Futures Prices in the Presence of Outliers

Published: Sept. 25, 2019, 4:05 p.m.

Joe Byers speaking at the BIRS workshop 19w5229: New Challenges in Energy Markets - Data Analytics, Modelling and Numerics (Sep 22 - Sep 27). Recorded by the Banff International Research Station for Mathematical Innovation and Discovery.