Work

Energy portfolio risk management using time-varying extreme value copula methods

Year: 2014

Type: article

Source: Economic Modelling

DOI: 10.1016/j.econmod.2013.12.023

Authors: Ahmed Ghorbel, Abdelwahed Trabelsi

Institutions: University of Sfax, Faculty of Economics and Management of Sfax, Tunis University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Climate action, Affordable and clean energy

Open Access status: closed

OpenAlex ID: W1978246203

FWCI: 12.2

Cites: 52

Cited by: 70

Related to: 10