Managing meteorological risk through expected shortfall
Year of publication: |
2020
|
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Authors: | Stefani, Silvana ; Kutrolli, Gleda ; Moretto, Enrico ; Kulakov, Sergei |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 8.2020, 4/118, p. 1-23
|
Subject: | climate change | temperature | risk hedging | Value-at-Risk | Expected Shortfall | portfolio diversification | Risikomaß | Risk measure | Klimawandel | Climate change | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Hedging | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks8040118 [DOI] hdl:10419/258071 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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