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vergangenen Jahre belegen das enorme Risiko-Potenzial. Ein solcher Infrastrukturausfall hätte katastrophale Folgen für die …
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estimate and validate the two main financial risk measures of four renewable energy stocks and four traditional energy stocks …-known Value-at-Risk but also through recent testing of expected shortfall provided by Acerbi and Székely (2014, 2017). Our paper … showing that the skewed-t is an accurate tool for risk management in these markets. Our findings have important implications …
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The study aims to assess the alternatives to the diversification of energy carriers in the ASEAN member countries in the context of minimizing the risks associated with the creation of an energy portfolio. The indicator of the diversification of the energy carriers of the country based on the...
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