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Luca Merlo · Study

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Luca Merlo

2 works· latest 2021· 1 institutionscluster: provisionalORCID 0000-0001-5267-5390

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i102

Citations111

Works here2

18

21

Most cited in this library

Selection of Value at Risk Models for Energy Commodities2018 · 75 citations
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation2021 · 36 citations

Works

2 shown

Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation

Journal of Banking & Finance·2021·3 authors·Open access

36citations

Selection of Value at Risk Models for Energy Commodities

Energy Economics·2018·3 authors

75citations