Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
| Year of publication: |
2014
|
|---|---|
| Authors: | Bianconi, Marcelo ; Yoshino, Joe A. |
| Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 45.2014, C, p. 19-32
|
| Publisher: |
Elsevier |
| Subject: | Return on stocks | Price of risk | Value at risk | Oil and gas industry | Dynamic conditional correlation |
| Type of publication: | Article |
|---|---|
| Classification: | G12 - Asset Pricing ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; Q3 - Nonrenewable Resources and Conservation ; L72 - Mining, Extraction, and Refining: Other Nonrenewable Resources |
| Source: |
Persistent link: https://www.econbiz.de/10010939463