Commodity swap?
Hi, currently I am working on commodity swap. Can anyone provide me some good references on Risk management for commodity sawp i.e. how to calculate Value at Risk for a portfolio having atleast one position in commodity swap, decomposition of risk etc under various methodologies like parametric, simulation etc? Any good book and/or online references will be highly appreciated. Is there any implementation on R itself? Also, if possible, information on where to get data on commodity swap over net. Thanks and regards,
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