Open AccessENERGY MARKET RISK MANAGEMENT UNDER UNCERTAINTY: A VAR BASED ON WAVELET APPROACH
Author(s) -
Huthaifa Alqaralleh,
Ahmad Alsaraireh,
Alessandra Canepa
Publication year - 2021
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.11404
Subject(s) - portfolio , diversification (marketing strategy) , wavelet , econometrics , context (archaeology) , renewable energy , economics , energy market , financial economics , risk management , project portfolio management , business , computer science , finance , engineering , management , marketing , artificial intelligence , project management , electrical engineering , biology , paleontology