Energy Market Risk Management under Uncertainty: A VaR Based on Wavelet Approach
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- Georgia Zournatzidou, 2025. "Advancing Sustainability Through Machine Learning: Modeling and Forecasting Renewable Energy Consumption," Sustainability, MDPI, vol. 17(3), pages 1-13, February.
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More about this item
Keywords
VaR Based on Wavelet Approach; Energy market; Uncertainty;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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