Market risk management in WTI crude oil market


Gong, Zihao (2022) Market risk management in WTI crude oil market. PhD thesis, University of Liverpool.

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Item Type: Thesis (PhD)
Uncontrolled Keywords: crude oil, market risk, value-at-risk, hedge, vector autoregressive
Divisions: Faculty of Humanities and Social Sciences > School of Management
Depositing User: Symplectic Admin
Date Deposited: 16 Dec 2022 11:14
Last Modified: 18 Jan 2023 20:56
DOI: 10.17638/03158189
Supervisors:
  • Chng, Michael
  • Kappi, Jari
  • Liu-Evans, Gareth
  • Yao, Xingzhi
URI: https://livrepository.liverpool.ac.uk/id/eprint/3158189
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