Energy Risk catches up with ex-Enronites to hear their thoughts on the company and find out what they are doing now
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This paper proposes an autoregressive–generalized autoregressive conditional heteroscedasticity (AR–GARCH)-type extreme value theory (EVT) model with various innovations based on value-at-risk (...
Welcome to The Journal of Energy Market's Online Early Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online Early publication, users can...
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Port comments on how risk management will be affected by Uniper spin-off
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