Risk quantification and validation for green energy markets : new insight from a credibility theory approach
Khreshna Syuhada, Arief Hakim
| Year of publication: |
2024
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|---|---|
| Authors: | Syuhada, Khreshna ; Hakim, Arief |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 1, Art.-No. 105140, p. 1-12
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| Subject: | Backtesting | Credible expected shortfall | Credible value-at-risk | Green energy | Paris agreement | Quantitative risk management | Risikomanagement | Risk management | Risikomaß | Risk measure | Erneuerbare Energie | Renewable energy | Glaubwürdigkeit | Credibility | Förderung erneuerbarer Energien | Renewable energy policy | Theorie | Theory | Energiemarkt | Energy market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105140 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014530904