Work

Value-at-risk estimation with the optimal dynamic biofuel portfolio

Year: 2010

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2010.11.002

Authors: Ting-Huan Chang, Hsin-Mei Su, Chien-Liang Chiu

Institutions: MingDao University, Tamkang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Affordable and clean energy, Climate action, Zero hunger

Open Access status: closed

OpenAlex ID: W2035008307

FWCI: 5.015

Cites: 25

Cited by: 24

Related to: 10