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- W149382662 abstract "This study estimates the Value at Risk of Azeri Light crude oil returns using conditional approaches. We contribute to the literature in three ways. First, we employ current techniques for the rst time" @default.
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- W149382662 date "2014-01-01" @default.
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- W149382662 title "Understanding the Crude Oil Price Value-at-Risk: The Case of Azeri Light" @default.
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- W149382662 doi "https://doi.org/10.2139/ssrn.2402622" @default.
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