Risk Factors and Value at Risk in Publicly Trades Companies of the Nonrenewable Energy Sector
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- Bianconi, Marcelo & Yoshino, Joe A., 2014. "Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector," Energy Economics, Elsevier, vol. 45(C), pages 19-32.
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More about this item
KeywordsReturn on stocks; price of risk; value at risk; oil and gas industry; dynamic conditional correlation (DCC);
- 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
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-02-03 (All new papers)
- NEP-ENE-2013-02-03 (Energy Economics)
- NEP-RMG-2013-02-03 (Risk Management)
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