VaR as a risk management framework for the spot and futures tanker markets-Reference-Cited by-同舟云学术

VaR as a risk management framework for the spot and futures tanker markets

Published:2021-10-03 Issue: Volume: Page:
ISSN:1109-2858
Container-title:Operational Research
language:en
Short-container-title:Oper Res Int J

Author:

Basdekis Charalampos,Christopoulos Apostolos,Gkolfinopoulos Alexandros,Katsampoxakis Ioannis^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Management of Technology and Innovation,Computational Theory and Mathematics,Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Modelling and Simulation,Numerical Analysis

Link

https://link.springer.com/content/pdf/10.1007/s12351-021-00673-y.pdf

Reference57 articles.

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2. Abouarghoub WM, Mariscal IBF (2011) Measuring level of risk exposure in tanker Shipping freight markets. Int J Bus Soc Res 1(1):20–44

3. Afzal F, Haiying P (2021) Value-at-risk analysis for measuring stochastic volatility of stock returns: using GARCH-based dynamic conditional correlation model. SAGE Open. https://doi.org/10.1177/21582440211005758

4. Alizadeh A, Nomikos N (2009) Shipping derivatives and risk management. Palgrave Macmillan, London

5. Andriosopoulos K, Nomikos N (2013) Risk management in the energy markets and Value-at-Risk modelling: an hybrid approach. https://doi.org/10.1080/1351847X.2013.862173, pp. 548-574

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