Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector

A-Tier
Journal: Energy Economics
Year: 2014
Volume: 45
Issue: C
Pages: 19-32

Authors (2)

Bianconi, Marcelo (Tufts University) Yoshino, Joe A.

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Abstract

We analyze a sample of 64 oil and gas companies of the nonrenewable energy sector from 24 countries using daily observations on return on stock from July 15, 2003 to August 14, 2012.

Technical Details

RePEc Handle
repec:eee:eneeco:v:45:y:2014:i:c:p:19-32
Journal Field
Energy
Author Count
2
Added to Database
2026-01-24