Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Ning Zhang, Yujing Gong, Xiaohan Xue
| Year of publication: |
2023
|
|---|---|
| Authors: | Zhang, Ning ; Gong, Yujing ; Xue, Xiaohan |
| Subject: | energy futures | expected shortfall | finance | model disagreement | value at risk | Risikomaß | Risk measure | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Portfolio-Management | Portfolio selection | Warenbörse | Commodity exchange | Prognose | Forecast | Risiko | Risk | Derivat | Derivative | Ölmarkt | Oil market | Theorie | Theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22412 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339438