VaR as a risk management framework for the spot and futures tanker markets
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DOI: 10.1007/s12351-021-00673-y
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- Charalampos Basdekis & Apostolos Christopoulos & Ioannis Katsampoxakis & Vasileios Nastas, 2022. "The Impact of the Ukrainian War on Stock and Energy Markets: A Wavelet Coherence Analysis," Energies, MDPI, vol. 15(21), pages 1-15, November.
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Keywords
VaR; GARCH; Tanker shipping market; Clean tanker route; Dirty tanker route; Papametric and non-parametric models;All these keywords.
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