An improved historical simulation method to estimate the amount of refined oil retail value at risk VaR

Yong Tao Wan, Zhi Gang Zhang, Lu Tao Zhao

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Citation (Scopus)

Fingerprint

Dive into the research topics of 'An improved historical simulation method to estimate the amount of refined oil retail value at risk VaR'. Together they form a unique fingerprint.

Economics, Econometrics and Finance

Chemical Engineering

Engineering