مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimating oil price ‘Value at Risk’ using the historical simulation approach

Title of article :

Estimating oil price ‘Value at Risk’ using the historical simulation approach

Author/Authors :

J. David Cabedo، نويسنده , , Ismael Moya، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

239

To page :

253

Keywords :

VALUE AT RISK , Oil price volatility , Risk quantification

Journal title :

Energy Economics

Serial Year :

2003

Journal title :

Energy Economics

Record number :

173815

Link To Document :