Energy risk management and value at risk
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Mehdi Sadeghi; Saeed Shavvalpour
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Article
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2006
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Elsevier Science
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English
โ 197 KB
The value of energy trades can change over time with market conditions and underlying price variables. The rise of competition and deregulation in energy markets has led to relatively free energy markets that are characterized by high price shifts. Within oil markets the volatile oil price environme