Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
Year of publication: |
2014
|
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Authors: | Bianconi, Marcelo ; Yoshino, Joe Akira |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 45.2014, p. 19-32
|
Subject: | Return on stocks | Price of risk | Value at risk | Oil and gas industry | Dynamic conditional correlation | Risikomaß | Risk measure | Gaswirtschaft | Gas industry | Börsenkurs | Share price | Erdölindustrie | Oil industry | Kapitaleinkommen | Capital income | Risiko | Risk | ARCH-Modell | ARCH model |
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