publication . Master thesis . 2010

Value at Risk models for Energy Risk Management

Novák, Martin;
Restricted German
  • Published: 01 Jan 2010
  • Publisher: Vysoká škola ekonomická v Praze
  • Country: Czech Republic
Abstract
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.
Subjects
free text keywords: Derivatives; Komodity; Commodity; Energy Trading; Value at Risk; Risk Management; Finanční deriváty
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