Πλοήγηση ανά Συγγραφέα "Halkos G.E., Tsirivis A.S."
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Effective energy commodity risk management: Econometric modeling of price volatility
Halkos G.E., Tsirivis A.S. (2019)The current study emphasizes on the importance of developing an effective price risk management strategy for investment portfolios containing energy assets, given the high volatility of this market. A thorough investigation ... -
Energy commodities: A review of optimal hedging strategies
Halkos G.E., Tsirivis A.S. (2019)Energy is considered as a commodity nowadays and continuous access along with price stability is of vital importance for every economic agent worldwide. The aim of the current review paper is to present in detail the two ... -
Value-at-risk methodologies for effective energy portfolio risk management
Halkos G.E., Tsirivis A.S. (2019)Research has shown that the prediction of future variance through advanced GARCH type models is essential for an effective energy portfolio risk management. Still there has been a failure to provide a clear view on the ...