Value at Risk and Expected Shortfall Estimation for Mexico’s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches
Gutiérrez, Raúl De Jesús, Gutiérrez, Lidia E. Carvajal, Salgado, Oswaldo Garcia
Published in International journal of energy economics and policy (09.07.2023)
Published in International journal of energy economics and policy (09.07.2023)
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