Oil stocks, risk factors, and tail behavior
Ziying Lian, Jun Cai, Robert I. Webb
| Year of publication: |
2020
|
|---|---|
| Authors: | Lian, Ziying ; Cai, Jun ; Webb, Robert I. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 91.2020, p. 1-19
|
| Subject: | Multivariate conditional exceedance | Oil stocks | Risk factors | Tail risks | Univariate conditional exceedance | Risiko | Risk | Risikomaß | Risk measure | Kapitaleinkommen | Capital income | Erdölindustrie | Oil industry | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Börsenkurs | Share price | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104932 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012518738