, based on accounting indicators, and applies it to a large Italian energy wholesale company. Findings – A set of key risk … energy procurement process, second, to observe the trend of risk exposure, third, the performance measurement of the …Purpose – Energy commodities are characterised by rigid demand and high price volatility, linked to many variables such …

This article analyzes the tail behavior of energy price risk using a multivariate approach, in which the exposure to … portfolios show the importance of heavy tails and positive asymmetry in the distribution of energy risk factors. Thus, tail risk … energy markets is given by a portfolio of oil, gas, coal, and electricity. To accommodate various dependence and tail decay …

The purpose of the paper is to develop a risk measure in the form of a risk index and a governance index as an … indicator of the quality of governance structure. Using the Delphi technique, two indices are developed (risk index and …, it has only been used to test the risk index and analyze the results. Empirical evidence on indices indicates that Indian …

empirical analysis, namely Value-at-Risk (VaR) and Conditional Value-at-Risk (CVaR). The empirical findings indicate that Energy …The purpose of this paper is to evaluate and estimate market risk for the ten major industries in Vietnam. The focus of … the empirical analysis is on the energy sector, which has been designated as one of the four key industries, together with …