Estimating oil price 'Value at Risk' using the historical simulation approach
J. David Cabedo; Ismael Moya
| Year of publication: |
2003
|
|---|---|
| Authors: | Cabedo, J. David ; Moya, Ismael |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 25.2003, 3, p. 239-253
|
| Subject: | Ölpreis | Oil price | Volatilität | Volatility | Theorie | Theory | Risikomaß | Risk measure |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001764805