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Arthurim
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Joined: August 10th, 2017, 12:22 pm

Kirk's approximation

August 24th, 2017, 9:17 am

Hi,

I am looking for Kirk's paper E. “Correlations in the energy markets, in managing energy price risk.” 1995.
I haven't been able to find it on the internet though a lot of people refer to it in their paper. I know the approximation but I am curious and would like to read Kirk's paper.
Do you know where I can find it?

Arthurim
 
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Cuchulainn
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Re: Kirk's approximation

August 24th, 2017, 12:40 pm

Haug 2007 show the formula.

A no-brainer is that it can be ordered from Risk Magazine(?)
Last edited by Cuchulainn on August 25th, 2017, 11:43 am, edited 1 time in total.
 
Arthurim
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Re: Kirk's approximation

August 25th, 2017, 10:54 am

I know the formula, I am just looking for Kirk's original paper.
 
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outrun
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Re: Kirk's approximation

August 25th, 2017, 11:26 am

Haug 1997 has a reference to the Kirk paper in the bibliography
 
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Cuchulainn
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Re: Kirk's approximation

August 25th, 2017, 11:39 am

as does the 2nd edition
a no-brainer is to order the article from Risk?(?)