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Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models

Dates

Year
2010

Citation

Aloui, C., and Mabrouk, S., 2010, Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models: Energy Policy, v. 38, iss. 5, p. 2326-2339.

Summary

The extraction of energy resources and the preservation of sensitive in-situ environmental assets are invariably mutually exclusive alternatives. The opportunity cost value of preserving the environmental assets can be assessed by recourse to resource rent taxes, and threshold values. The case study analysis carried out in this paper suggests that the preservation of these assets could be justifiable on the grounds of “acceptable sacrifice”.

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Attached Files

Communities

  • Western Energy Citation Clearinghouse

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Additional Information

Identifiers

Type Scheme Key
DOI WECC []
ISSN WECC 03014215

Citation Extension

citationTypeJournal Article
journalEnergy Policy
parts
typePages
value2326-2339
typeVolume
value38
typeIssue
value5

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