Energy market risk management under uncertainty: a VAR based on wavelet approach
Year of publication: |
2021
|
---|---|
Authors: | Alqaralleh, Huthaifa ; Al-Saraireh, Ahmad ; Canepa, Alessandra |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 5, p. 130-137
|
Subject: | VaR Based on Wavelet Approach | Energy market | Uncertainty | Theorie | Theory | Energiemarkt | Risikomaß | Risk measure | Zustandsraummodell | State space model | VAR-Modell | VAR model | Risiko | Risk | Risikomanagement | Risk management |
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