The performance of composite forecast models of value-at-risk in the energy market
Yen-Chen Chiu; I-Yuan Chuang; Jing-Yi Lai
| Year of publication: |
2010
|
|---|---|
| Authors: | Chiu, Yen-chen ; Chuang, I-yuan ; Lai, Jing-yi |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 2, p. 423-431
|
| Subject: | Risikomaß | Risk measure | Energiemarkt | Energy market | Energieprognose | Energy forecast |
| 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/10003954630