[1]
Gutiérrez, R.D.J., Gutiérrez, L.E.C. and Salgado, O.G. 2023. Value at Risk and Expected Shortfall Estimation for Mexico’s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches. International Journal of Energy Economics and Policy. 13, 4 (Jul. 2023), 467–480. DOI:https://doi.org/10.32479/ijeep.14179.