Open AccessWTI Crude Oil Option-Implied VaR and CVaR: An Empirical Application
Author(s) -
Giovanni BaroneAdesi,
Marinela Adriana Finta,
Chiara Legnazzi,
Carlo Sala
Publication year - 2016
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2737368
Subject(s) - cvar , crude oil , west texas intermediate , economics , econometrics , financial economics , expected shortfall , petroleum engineering , volatility (finance) , engineering , portfolio
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