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A new progressive and efficient royalty model for upstream petroleum industry

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Persistent link: https://www.econbiz.de/10013285562

Empirical analysis of oil risk-minimizing portfolios : the DCC-GARCH-MODWT approach

Zivkov, Dejan; Njegic, Jovan; Zakic, Vladimir - In: Journal of risk 22 (2019/2020) 3, pp. 65-91

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Hedging and investment trade-offs in the U.S. oil industry

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Oil uncertainty and firms' risk-taking

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Oil hedging with a multivariate semiparametric value-at-risk portfolio

Živkov, Dejan; Manić, Slavica; Đurašković, Jasmina; … - In: Borsa Istanbul Review 22 (2022) 6, pp. 1118-1131

This paper minimizes the risk of Brent oil in a multivariate portfolio, with three risk-minimizing goals: variance, parametric value-at-risk (VaR), and semiparametric value-at-risk. Brent oil is combined with five emerging ASEAN (Association of Southeast Asian Nations) stock indexes and five...

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Study of optimum incentive mechanism based on principal-agent theory for petroleum licence

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Persistent link: https://www.econbiz.de/10011546905