Energy market risk management under uncertainty: a VAR based on wavelet approach
Huthaifa Sameeh Alqaralleh, Ahmad Al-Saraireh, Alessandra Canepa
| Year of publication: |
2021
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|---|---|
| Authors: | Alqaralleh, Huthaifa ; Al-Saraireh, Ahmad ; Canepa, Alessandra |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 5, p. 130-137
|
| Subject: | VaR Based on Wavelet Approach | Energy market | Uncertainty | Energiemarkt | Risikomaß | Risk measure | Theorie | Theory | VAR-Modell | VAR model | Risiko | Risk | Zustandsraummodell | State space model | Risikomanagement | Risk management |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.11404 [DOI] hdl:11159/7827 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012651703