A Comparison of the Risk Quantification in Traditional and Renewable Energy Markets
The transition from traditional energy to cleaner energy sources has raised concerns from companies and investors regarding, among other things, the impact on financial downside risk. This article implements backtesting techniques to estimate and validate the value-at-risk (VaR) and expected shortfa...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-06-01
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| Series: | Energies |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1996-1073/13/11/2805 |