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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-cheng; Lee, Ming-chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1191
Persistent link: https://www.econbiz.de/10003744851
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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-Cheng; Lee, Ming-Chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1191
Persistent link: https://www.econbiz.de/10007917050
Cover Image
Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-Cheng; Lee, Ming-Chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1192
Persistent link: https://www.econbiz.de/10008900744
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Value-at-risk estimation with the optimal dynamic biofuel portfolio
Chang, Ting-Huan; Su, Hsin-Mei; Chiu, Chien-Liang - In: Energy economics 33 (2011) 2, pp. 264-273
Persistent link: https://www.econbiz.de/10008814634
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Value-at-risk estimation with the optimal dynamic biofuel portfolio
Chang, Ting-huan; Su, Hsin-mei; Chiu, Chien-liang - In: Energy economics 33 (2011) 2, pp. 264-272
Persistent link: https://www.econbiz.de/10009261932