Publications | LUP Student Papers

1 – 5 of 5

show: 10
|
sort: year (new to old)

News feed Embed this list Save this search Mark all Export

Cancel

Embed this list

copy and paste the html snippet below into your own page:

<iframe src="https://lup.lub.lu.se/student-papers/search/publication?embed=1&q=keywords+exact+%22Value-at-Risk+(VaR)%22&amp;hide_pagination=1&amp;hide_info=1&amp;hide_options=1"
  width="100%"
  height="400"
  allowtransparency="true"
  frameborder="0">
</iframe>

2023
Mark Value-at-risk of Vietnamese banks' stocks: Investigating the relationship with bank-specific characteristics
Nguyen, Hong Kim Yen ^LU and Hoang, Thi Thu Hang ^LU (2023) NEKN02 20231
Department of Economics
- Master (One yr)
Mark Forecasting Value-at-Risk and Expected Shortfall: A comparison of non- and parametric methods for crude oil amidst extreme volatility
Colbin, Otto ^LU and Sharma, Yugam ^LU (2023) NEKN02 20231
Department of Economics
- Master (One yr)
2017
Mark Managing Risk with Energy Commodities using Value-at-Risk and Extreme Value Theory
Noshkov, Alexander ^LU and Demirtas, Zafer (2017) NEKN02 20171
Department of Economics
- Master (One yr)
2015
Mark An empirical study of the Value-at-Risk of the renewable energy market and the impact of the oil price
Anderson, Euan ^LU (2015) NEKN01 20151
Department of Economics
- Master (One yr)
2014
Mark Reality Check for the Value-at-Risk Estimates of the Energy Commodities
Miao, Dingquan ^LU (2014) NEKN01 20142
Department of Economics
- Master (One yr)