Work

Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach

Year: 2015

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2015.06.010

Authors: Manel Youssef, Lotfi Belkacem, Khaled Mokni

Institution: University of Sousse

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: green

OpenAlex ID: W781701470

FWCI: 15.95

Cites: 53

Cited by: 100

Related to: 10