Steinar Veka

Independent

No Address Available

Lillehammer University College

Lillehammer , 2624

Norway

SCHOLARLY PAPERS

1

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113

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Scholarly Papers (1)

Estimating and Evaluating Value-at-Risk forecasts based on Realized Variance: Empirical Evidence from ICE Brent Crude Oil Futures

Number of pages: 32 Posted: 31 Aug 2012 Last Revised: 18 Feb 2013
Lillehammer University College, Independent, Lillehammer University College and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
Downloads 113 (201,342)

Abstract:

High-frequency, realized volatility, oil prices, Value-at-Risk, Percentile-percentile plot

Estimating and Evaluating Value‐at‐Risk Forecasts Based on Realized Variance: Empirical Evidence from ICE Brent Crude Oil Futures

OPEC Energy Review, Vol. 38, Issue 4, pp. 373-397, 2014
Number of pages: 25 Posted: 30 Dec 2014
Lillehammer University College, Independent, Lillehammer University College and Norwegian University of Science and Technology (NTNU) - Department of Industrial Economics and Technology
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Abstract: