2026-10-15T11:12:08Z https://data.mendeley.com/oai

oai:data.mendeley.com/zyytsd86d7.1 2020-05-18T18:24:13Z

Paul, Samit Multivariate dependence and portfolio management strategy of energy stocks: An EVT-vine copula approach - Energy Economics Mendeley Data The data file contains the price and return series of fifteen energy stocks listed in New York Stock Exchange. The price data used is for ten years duration. We have used the return series to create portfolios of different sizes. Further, we evaluate the out-of-sample VaR and CVaR forecast of different complicated models and the economic and statistical benefit obtained by different portfolio management strategies. Financial Economics Energy Economics Financial Risk Management Portfolio Analysis Dataset doi:10.17632/zyytsd86d7.1 oai:data.mendeley.com/zyytsd86d7.1 Creative Commons Attribution 4.0 International http://creativecommons.org/licenses/by/4.0 https://data.mendeley.com/datasets/zyytsd86d7 2020-05-18T18:24:13Z