Market Risk Measurement for Crude Oil: A Wavelet Based VaR Approach.

Kin Keung Lai Kaijian He Chi Xie Shou Chen

Published in: IJCNN (2006)

Keyphrases

crude oil
risk measures
wavelet transform
multiresolution
var model
risk management
oil field
long run
forecasting model
decision making
feature extraction
model selection
short term
portfolio optimization
long term
expert systems
financial crisis