Value at Risk models for Energy Risk ManagementMaster thesis German RESTRICTED
- 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.