Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH modelsChaker Aloui, Samir Mabrouk2010-01-15articleEnergy Policy188 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Risk and Volatility ModelingStochastic processes and financial applicationsMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 188 citations exist upstream.References1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root1988Testing for a Unit Root in Time Series Regression1992Testing the null hypothesis of stationarity against the alternative of a unit root1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root1996Efficient Tests for an Autoregressive Unit Root1992ARCH modeling in finance2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power1983THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELSCited by2014Oil price fluctuation, volatility spillover and the Ghanaian equity market: Implication for portfolio management and hedging effectiveness2011A nonparametric GARCH model of crude oil price return volatility2012Modeling and forecasting the volatility of petroleum futures prices2015Oil Price Volatility Forecast with Mixture Memory GARCH2012Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks2015Value-at-Risk estimation of energy commodities: A long-memory GARCH–EVT approach2018A novel decompose-ensemble methodology with AIC-ANN approach for crude oil forecasting2014Global factors driving structural changes in the co-movement between sharia stocks and sukuk in the Gulf Cooperation Council countries