Tail risk connectedness in clean energy and oil financial market.
Matteo FogliaEliana AngeliniToan Luu Duc HuynhPublished in: Ann. Oper. Res. (2024)
Keyphrases
- financial markets
- black scholes
- risk management
- early warning
- option pricing
- portfolio theory
- market data
- stock price
- investment strategies
- stock market
- risk assessment
- fuzzy numbers
- decision support system
- risk analysis
- technical indicators
- numerical methods
- extreme events
- stock exchange
- fractional brownian motion
- agent based models
- project management
- complex systems
- financial institutions
- decision analysis
- exchange rate
- decision making