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Estimation of value-at-risk for energy commodities via fat-tailed GARCH models
Hung, Jui-cheng; Lee, Ming-chih; Liu, Hung-Chun - In: Energy economics 30 (2008) 3, pp. 1173-1191
Persistent link: https://www.econbiz.de/10003744851
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Emissions trading beyond Europe : linking schemes in a post-Kyoto world
Anger, Niels - In: Energy economics 30 (2008) 4, pp. 2028-2049
Persistent link: https://www.econbiz.de/10003745382
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Estimating "value at risk" of crude oil price and its spillover effect using the GED-GARCH approach
Fan, Ying; Zhang, Yue-jun; Tsai, Hsien-tang; Wei, Yi-Ming - In: Energy economics 30 (2008) 6, pp. 3156-3171
Persistent link: https://www.econbiz.de/10003777034
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Comparison of historically simulated VaR : evidence from oil prices
Costello, Alexandra; Asem, Ebenezer; Gardner, Eldon - In: Energy economics 30 (2008) 5, pp. 2154-2166
Persistent link: https://www.econbiz.de/10003773652
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Electronic trading system and returns volatility in the oil futures market
Liao, Huei-chu; Lee, Yi-huey; Suen, Yu-bo - In: Energy economics 30 (2008) 5, pp. 2636-2644
Persistent link: https://www.econbiz.de/10003773840
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Modeling and forecasting petroleum futures volatility
Sadorsky, Perry A. - In: Energy economics 28 (2006) 4, pp. 467-488
Persistent link: https://www.econbiz.de/10003351688
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Volatility in crude oil futures : a comparison of the predictive ability of GARCH and implied volatility models
Agnolucci, Paolo - In: Energy economics 31 (2009) 2, pp. 316-321
Persistent link: https://www.econbiz.de/10003832256
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International, US, and EU climate change control scenarios : results from EMF 22
Clarke, Leon (contributor);  … - 2009
Persistent link: https://www.econbiz.de/10003920292
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The economic effect of the EU biofuel target
Kretschmer, Bettina; Narita, Daiju; Peterson, Sonja - In: Energy economics 31 (2009), pp. 285-294
Persistent link: https://www.econbiz.de/10003939509
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Oil price dynamics and speculation : a multivariate financial approach
Cifarelli, Giulio; Paladino, Giovanna - In: Energy economics 32 (2010) 2, pp. 363-372
Persistent link: https://www.econbiz.de/10003954624