Risk Management and Portfolio Optimization for Gas- and Coal-Fired Power Plants in Germany : A Multivariate GARCH Approach
Year of publication: |
2015
|
---|---|
Authors: | Charalampous, George |
Other Persons: | Madlener, Reinhard (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Deutschland | Germany | Risikomanagement | Risk management | ARCH-Modell | ARCH model | Kohlekraftwerk | Coal-fired power plant |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Series: | FCN Working Paper ; No. 23/2013 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2550250 [DOI] |
Classification: | Q59 - Environmental Economics. Other ; G11 - Portfolio Choice ; C5 - Econometric Modeling |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Charalampous, Georgios, (2013)
-
Can bitcoin replace gold in an investment portfolio?
Henriques, Irene, (2018)
-
Predictive ability of value-at-risk methods : evidence from the Karachi Stock Exchange-100 index
Iqbal, Javed, (2010)
- More ...
-
On the Use of Multivariate Cointegration Analysis in Residential Energy Demand Modelling
Madlener, Reinhard, (1996)
-
Investitionen in neue Energietechnologien: Hemmnisfaktor Finanzierung
Madlener, Reinhard, (2006)
-
Potenziale der Globalisierung zugunsten der Umwelt
Zweifel, Peter, (2007)
- More ...