Huseyn Aghayev

State Oil Company of Azerbaijan Republic

Neftchilar Avenue, 73

Baku, Azerbaijan

Baku, AZ1000

Azerbaijan

  • State Oil Company of Azerbaijan Republic

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Understanding the Crude Oil Price Value-at-Risk: The Case of Azeri Light

Number of pages: 31 Posted: 01 Mar 2014
Huseyn Aghayev and Islam Rizvanoghlu
State Oil Company of Azerbaijan Republic and University of Houston
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Abstract:

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Azeri Light Crude Oil, GARCH, EWMA, Value-at-Risk