Which VaR for energy derivatives
http://www.erasmusenergy.com/articles/27/1/Which-VaR-for-energy-derivatives/Page1.html
Les Clewlow
By Les Clewlow
Published on 09/24/2007
Keywords:
Published in:
Puclication year: 2000
Co-author 1: Chris Strickland
Co-author 2: Vince Kaminski
Value-at-Risk (VaR) is a widely relied upon method of calculating risk in the energy industry. But which approach is the most accurate?
Published in:
Puclication year: 2000
Co-author 1: Chris Strickland
Co-author 2: Vince Kaminski
Value-at-Risk (VaR) is a widely relied upon method of calculating risk in the energy industry. But which approach is the most accurate?
Which var for energy derivatives
Value-at-Risk (VaR) is a widely relied upon method of calculating risk in the energy industry. But which approach is the most accurate?