Estimating and evaluating Value-at-Risk forecasts based on realized variance: empirical evidence from ICE Brent Crude oil futures

2014 ◽  
Vol 38 (4) ◽  
pp. 373-397 ◽  
Author(s):  
Erik Haugom ◽  
Steinar Veka ◽  
Gudbrand Lien ◽  
Sjur Westgaard
Keyword(s):  
At Risk ◽  
Crude Oil ◽  
Empirical Evidence ◽  
Value At Risk ◽  
Realized Variance ◽  
Oil Futures ◽  
Crude Oil Futures

Crude Oil Futures to Manage the Price Risk of Natural Rubber: Empirical Evidence from India

2021 ◽  
Author(s):  
Abhaya Kumar ◽  
Prakash Pinto ◽  
Iqbal Thonse Hawaldar ◽  
Cristi Marcel Spulbar ◽  
Felicia Ramona Birau
Keyword(s):  
Natural Rubber ◽  
Crude Oil ◽  
Empirical Evidence ◽  
Price Risk ◽  
Oil Futures ◽  
Crude Oil Futures
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