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A conditional value-at-risk based methodology to intermediate-term planning of crude oil tanker fleet
Computers & Industrial Engineering
◽
10.1016/j.cie.2017.09.021
◽
2017
◽
Vol 113
◽
pp. 405-418
◽
Cited By ~ 3
Author(s):
Atiq W. Siddiqui
◽
Manish Verma
Keyword(s):
At Risk
◽
Crude Oil
◽
Value At Risk
◽
Conditional Value At Risk
◽
Oil Tanker
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Cited By
References
Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches
Energy Economics
◽
10.1016/j.eneco.2019.104646
◽
2020
◽
Vol 86
◽
pp. 104646
◽
Cited By ~ 6
Author(s):
Aviral Kumar Tiwari
◽
Nader Trabelsi
◽
Faisal Alqahtani
◽
Ibrahim D. Raheem
Keyword(s):
At Risk
◽
Crude Oil
◽
Systemic Risk
◽
Value At Risk
◽
Expected Shortfall
◽
Stock Index
◽
Conditional Value At Risk
◽
Marginal Expected Shortfall
◽
Stock Index Returns
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A Fourier approach to the computation of conditional value-at-risk and optimized certainty equivalents
The Journal of Risk
◽
10.21314/jor.2014.281
◽
2014
◽
Vol 16
(6)
◽
pp. 3-29
◽
Cited By ~ 10
Author(s):
Samuel Drapeau
◽
Michael Kupper
◽
Antonis Papapantoleon
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Certainty Equivalents
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Intraday Conditional Value at Risk: A Periodic Mixed-Frequency GAS Approach
SSRN Electronic Journal
◽
10.2139/ssrn.3713896
◽
2019
◽
Author(s):
Bastian Gribisch
◽
Tobias Eckernkemper
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Mixed Frequency
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A conditional value-at-risk based planning model for integrated energy system with energy storage and renewables
Applied Energy
◽
10.1016/j.apenergy.2021.116971
◽
2021
◽
Vol 294
◽
pp. 116971
Author(s):
Ang Xuan
◽
Xinwei Shen
◽
Qinglai Guo
◽
Hongbin Sun
Keyword(s):
At Risk
◽
Energy Storage
◽
Value At Risk
◽
Energy System
◽
Conditional Value At Risk
◽
Planning Model
◽
Integrated Energy System
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Market Risks in Spot Markets of Crude Oil and Products: A Long Memory Value- At-Risk Approach
Studies in Economics and Econometrics
◽
10.1080/10800379.2010.12097201
◽
2010
◽
Vol 34
(2)
◽
pp. 19-38
Author(s):
C W Cheong
Keyword(s):
At Risk
◽
Crude Oil
◽
Long Memory
◽
Value At Risk
◽
Spot Markets
◽
Market Risks
◽
Risk Approach
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Reserve-energy joint optimal scheduling based on Conditional Value-at-Risk for Islanded Microgrids
2020 IEEE Sustainable Power and Energy Conference (iSPEC)
◽
10.1109/ispec50848.2020.9351024
◽
2020
◽
Author(s):
Siliang Liu
◽
Zehuai Liu
◽
Qinhao Li
◽
Wenyang Deng
◽
Lai Zhou
Keyword(s):
At Risk
◽
Value At Risk
◽
Optimal Scheduling
◽
Conditional Value At Risk
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The optimal hourly electricity price considering wind electricity uncertainty based on conditional value at risk
International Journal of Green Energy
◽
10.1080/15435075.2020.1865372
◽
2021
◽
pp. 1-13
Author(s):
Haike Qiao
◽
Zijun Zhang
◽
Qin Su
Keyword(s):
At Risk
◽
Value At Risk
◽
Electricity Price
◽
Conditional Value At Risk
Download Full-text
Risk-Averse Network Design with Behavioral Conditional Value-at-Risk for Hazardous Materials Transportation
Transportation Science
◽
10.1287/trsc.2019.0925
◽
2019
◽
Cited By ~ 1
Author(s):
Liu Su
◽
Changhyun Kwon
Keyword(s):
At Risk
◽
Network Design
◽
Value At Risk
◽
Hazardous Materials
◽
Conditional Value At Risk
◽
Risk Averse
◽
Hazardous Materials Transportation
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Tradeoff between expected reward and conditional value-at-risk criterion in newsvendor models
2007 IEEE International Conference on Industrial Engineering and Engineering Management
◽
10.1109/ieem.2007.4419453
◽
2007
◽
Author(s):
Minghui Xu
◽
Frank Y Chen
Keyword(s):
At Risk
◽
Value At Risk
◽
Conditional Value At Risk
◽
Risk Criterion
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Optimizing Critical Spare Parts and Location Based on the Conditional Value-At-Risk Criterion
The Engineering Economist
◽
10.1080/0013791x.2013.876795
◽
2014
◽
Vol 59
(2)
◽
pp. 116-135
◽
Cited By ~ 2
Author(s):
Stephan A. Trusevych
◽
Roy H. Kwon
◽
Andrew K. S. Jardine
Keyword(s):
At Risk
◽
Value At Risk
◽
Spare Parts
◽
Conditional Value At Risk
◽
Risk Criterion
Download Full-text
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