• Extreme risk management in oil and natural gas markets 

      Staveland, Line Kringeland (Masteroppgave/UIS-TN-IØRP/2012;, Master thesis, 2013-02-01)
      Value at Risk (VaR) is an important calculation in risk management. It is a commonly used measure of risk in finance, and is used by corporations to estimate potential future loss. With a significance level, VaR gives the ...