Energy risk management and value at risk modeling

Energy Policy

Volumn 34, Issue 18, 2006, Pages 3367-3373

  Sadeghi, Mehdi ^a   Shavvalpour, Saeed ^a  

^a Imam Sadiq University   (Iran)

Author keywords

Energy price risk; Garch model; HSAF methodology; Price risk management; Value at risk

Indexed keywords

ENERGY MARKETS; ENERGY PRICE RISK; GARCH MODEL; PRICE RISK MANAGEMENT; VALUE-AT-RISK;

COMPUTER SIMULATION; MATHEMATICAL MODELS; RISK MANAGEMENT; VALUE ENGINEERING;

ENERGY POLICY;

COMMODITY PRICE; COMPETITION (ECONOMICS); DEREGULATION; ENERGY MARKET; FORECASTING METHOD; MARKET CONDITIONS; OIL SUPPLY; RISK ASSESSMENT;

EID: 33749997766     PISSN: 03014215     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.enpol.2005.07.004     Document Type: Article

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