Energy risk management and value at risk modeling

By M. Sadeghi, Saeed Shavvalpour. 2006

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Promoting energy efficiency investments with risk management decision tools (2010, background): “Development of US wholesale electricity markets in the 1990s and the introduction of competitive electricity markets in various states beginning in the late 1990s significantly expanded the application of financial risk management tools to hedge against fuel and electricity price risk (Fusaro, 1998;”
Estimating ‘Value at Risk’ of crude oil price and its spillover effect using the GED-GARCH approach (2008, background): “Sadorsky (2006) presented several different univariate and multivariate statistical models to estimate forecasts of daily volatility in petroleum futures price returns.”