Risk quantification and validation for green energy markets : new insight from a credibility theory approach
Year of publication: |
2024
|
---|---|
Authors: | Syuhada, Khreshna ; Hakim, Arief |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 1, Art.-No. 105140, p. 1-12
|
Subject: | Backtesting | Credible expected shortfall | Credible value-at-risk | Green energy | Paris agreement | Quantitative risk management | Risikomanagement | Risk management | Risikomaß | Risk measure | Glaubwürdigkeit | Credibility | Erneuerbare Energie | Renewable energy | Energiemarkt | Energy market |
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