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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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Tail risk in energy portfolios
González-Pedraz, Carlos; Moreno, Manuel; Peña … - In: Energy economics 46 (2014), pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
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Incentive mechanisms to promote energy efficiency programs in power distribution companies
Osorio, Karim; Sauma, Enzo E. - In: Energy economics 49 (2015), pp. 336-349
Persistent link: https://www.econbiz.de/10011537110
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Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
Bianconi, Marcelo; Yoshino, Joe Akira - In: Energy economics 45 (2014), pp. 19-32
Persistent link: https://www.econbiz.de/10010504798
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Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Hernandez, Jose Arreola - In: Energy economics 45 (2014), pp. 528-536
Persistent link: https://www.econbiz.de/10010506548
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The risk spillover effect of the COVID-19 pandemic on energy sector : evidence from China
Si, Dengkui; Li, Xiao-Lin; Xu, XuChuan; Fang, Yi - In: Energy economics 102 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013162430
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Oil stocks, risk factors, and tail behavior
Lian, Ziying; Cai, Jun; Webb, Robert I. - In: Energy economics 91 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
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Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.; Olaniran, Abeeb; Tchankam, Jean Paul - In: Energy economics 109 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
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Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar; Jena, Sangram Keshari; Mitra, Amarnath - In: Energy economics 72 (2018), pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
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Predicting carbon market risk using information from macroeconomic fundamentals
Jiao, Lei; Liao, Yin; Zhou, Qing - In: Energy economics 73 (2018), pp. 212-227
Persistent link: https://www.econbiz.de/10011972585