Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
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- Marcelo Bianconi & Joe A. Yoshino, 2013. "Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector," Discussion Papers Series, Department of Economics, Tufts University 0773, Department of Economics, Tufts University.
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- repec:eee:appene:v:215:y:2018:i:c:p:630-642 is not listed on IDEAS
- Ben Ammar, Semir & Eling, Martin, 2015. "Common risk factors of infrastructure investments," Energy Economics, Elsevier, vol. 49(C), pages 257-273.
- Zhi-Fu Mi & Yi-Ming Wei & Bao-Jun Tang & Rong-Gang Cong & Hao Yu & Hong Cao & Dabo Guan, 2017.
"Risk assessment of oil price from static and dynamic modelling approaches,"
Taylor & Francis Journals, vol. 49(9), pages 929-939, February.
- Zhi-Fu Mi & Yi-Ming Wei & Bao-Jun Tang & Rong-Gang Cong & Hao Yu & Hong Cao & Dabo Guan, 2017. "Risk assessment of oil price from static and dynamic modelling approaches," CEEP-BIT Working Papers 102, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
- Umar, Zaghum, 2017. "The demand of energy from an optimal portfolio choice perspective," Economic Modelling, Elsevier, vol. 61(C), pages 478-494.
- repec:eee:eneeco:v:68:y:2017:i:c:p:228-239 is not listed on IDEAS
- repec:eee:ecofin:v:42:y:2017:i:c:p:513-530 is not listed on IDEAS
More about this item
KeywordsReturn on stocks; Price of risk; Value at risk; Oil and gas industry; Dynamic conditional correlation;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- Q3 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation
- L72 - Industrial Organization - - Industry Studies: Primary Products and Construction - - - Mining, Extraction, and Refining: Other Nonrenewable Resources
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