Sökning: "Historical simulation with ARMA forecasting HSAF"

Hittade 1 uppsats innehållade orden Historical simulation with ARMA forecasting HSAF.

  1. 1. Reality Check for the Value-at-Risk Estimates of the Energy Commodities

    Magister-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Dingquan Miao; [2014]
    Nyckelord :Energy commodities; Value-at-Risk VaR ; Historical Simulation HS ; Historical simulation with ARMA forecasting HSAF ; Volatility weighted historical simulation VWHS ; Business and Economics;

    Sammanfattning : The fluctuations of the price in the energy market affect the households, firms and the government intuitions. We can perceive the information of the energy market from daily economic news. The entire society is concerned for the events that affect the energy market and the changing prices of the energy resources. LÄS MER