Open AccessWeather Risk Management in the Weather-VaR Approach. Assumptions of Value-at-Risk Modeling
Author(s) -
Bilan Yuriy,
Grzegorz Mentel,
Dalia Štreimikienė,
Beata Szetela
Publication year - 2020
Publication title -
economic computation and economic cybernetics studies and research
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.258
H-Index - 18
eISSN - 1842-3264
pISSN - 0424-267X
DOI - 10.24818/18423264/54.1.20.03
Subject(s) - risk management , value (mathematics) , value at risk , weather prediction , risk analysis (engineering) , environmental science , meteorology , economics , business , mathematics , geography , statistics , management