Modeling the tail risk of crude oil futures using a quantum approach
Abstract This study proposes a quantum approach to measure the tail risk of crude oil futures. Based on the quantum harmonic oscillator (QHO) model, we first model the log return process of crude oil futures. From the equilibrium distribution of QHO model, we calculate the well-known tail risk measu...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2024-12-01
|
| Series: | Humanities & Social Sciences Communications |
| Online Access: | https://doi.org/10.1057/s41599-024-04221-9 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|