Work

Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model

Year: 2017

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2017.01.012

Authors: Rodrigo Herrera, Alejandro Rodriguez, Gabriel Pino

Institution: Universidad de Talca

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

Funders: Universidad de Talca, Comisión Nacional de Investigación Científica y Tecnológica

Award: G4338475962

OpenAlex ID: W2581673083

FWCI: 3.18

Cites: 42

Cited by: 33

Related to: 10