Risk assessment of oil price from static and dynamic modelling approaches
Zhi-Fu Mi, Yi-Ming Wei, Bao-Jun Tang, Rong-Gang Cong, Hao Yu, Hong Cao and Dabo Guan
| Year of publication: |
February 2017
|
|---|---|
| Authors: | Mi, Zhi-Fu ; Wei, Yi-Ming ; Tang, Bao-Jun ; Cong, Rong-Gang ; Yu, Hao ; Cao, Hong ; Guan, Dabo |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 9, p. 929-939
|
| Subject: | Value at risk | GED-GARCH | extreme value theory | risk quantification | oil markets | Risikomaß | Risk measure | Ölmarkt | Oil market | Ölpreis | Oil price | Risikomanagement | Risk management | Theorie | Theory | Ausreißer | Outliers | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1208359 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011811076