Recent increases in energy prices, especially oil prices, have become a principal concern for consumers, corporations, and governments. Most analysts believe that oil price fluctuations have considerable consequences on economic activity. Oil markets have become relatively free, resulting in a high degree of oil-price volatility and generating radical changes to world energy and oil industries. As a result oil markets are naturally vulnerable to significant negative volatility. An example of such a case is the oil embargo crisis of 1973. In this newly created climate, protection against market risk has become a necessity. Value at Risk (VaR) measures risk exposure at a given probability level and is very important for risk management. Appea...
This paper conducts a comparative evaluation of the predictive performance of various Value at Risk ...
This paper conducts a comparative evaluation of the predictive performance of various Value at Risk ...
Master's thesis in Industrial economicsValue at Risk (VaR) is an important calculation in risk manag...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
International audienceRecent increases in energy prices, especially oil prices, have become a princi...
International audienceRecent increases in energy prices, especially oil prices, have become a princi...
The price gap between West Texas Intermediate (WTI) and Brent crude oil markets has been completely ...
The price gap between West Texas Intermediate (WTI) and Brent crude oil markets has been completely ...
Today’s society requires an endless supply of energy resources to keep functioning properly. The flu...
The price gap between West Texas Intermediate (WTI) and Brent crude oil markets has been completely ...
Value at Risk (VaR) is an important calculation in risk management. It is a commonly used measure of...
This paper conducts a comparative evaluation of the predictive performance of various Value at Risk ...
This paper conducts a comparative evaluation of the predictive performance of various Value at Risk ...
Master's thesis in Industrial economicsValue at Risk (VaR) is an important calculation in risk manag...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
Recent increases in energy prices, especially oil prices, have become a principal concern for consum...
International audienceRecent increases in energy prices, especially oil prices, have become a princi...
International audienceRecent increases in energy prices, especially oil prices, have become a princi...
The price gap between West Texas Intermediate (WTI) and Brent crude oil markets has been completely ...
The price gap between West Texas Intermediate (WTI) and Brent crude oil markets has been completely ...
Today’s society requires an endless supply of energy resources to keep functioning properly. The flu...
The price gap between West Texas Intermediate (WTI) and Brent crude oil markets has been completely ...
Value at Risk (VaR) is an important calculation in risk management. It is a commonly used measure of...
This paper conducts a comparative evaluation of the predictive performance of various Value at Risk ...
This paper conducts a comparative evaluation of the predictive performance of various Value at Risk ...
Master's thesis in Industrial economicsValue at Risk (VaR) is an important calculation in risk manag...