Value at Risk models for Energy Risk Management

Master thesis German RESTRICTED
Novák, Martin (2010)
  • Publisher: Vysoká škola ekonomická v Praze
  • Subject: Derivatives; Komodity; Commodity; Energy Trading; Value at Risk; Risk Management; Finanční deriváty

The main focus of this thesis lies on description of Risk Management in context of Energy Trading. The paper will predominantly discuss Value at Risk and its modifications as a main overall indicator of Energy Risk.
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