Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Ning ; Gong, Yujing ; Xue, Xiaohan |
Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 43.2023, 10, p. 1332-1372
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Subject: | energy futures | expected shortfall | finance | model disagreement | value at risk | Risikomaß | Risk measure | Rohstoffderivat | Commodity derivative | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomanagement | Risk management | Prognose | Forecast | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Risiko | Risk | Derivat | Derivative | Energiemarkt | Energy market |
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