Work

Selection of Value at Risk Models for Energy Commodities

Year: 2018

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2018.07.009

Authors: Alessandro G. Laporta, Luca Merlo, Lea Petrella

Institution: Sapienza University of Rome

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

OpenAlex ID: W2883003251

FWCI: 9.923

Cites: 51

Cited by: 75

Related to: 10