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Risk Analysis of Wind Energy Company Stocks

Authors
  • Jiang, Xin
Publication Date
Jan 01, 2020
Source
DiVA - Academic Archive On-line
Keywords
Language
English
License
Green
External links

Abstract

In this thesis, probability theory and risk analysis are used to determine the riskof wind energy stocks. Three stocks of wind energy companies and three stocksof technology companies are gathered and risks are compared. Three difffferent riskmeasures: variance, value at risk, and conditional value at risk are used in this thesis.Conclusions which has been drawn, are that wind energy company stock risks arenot signifificantly lower than the stocks of other companies. Furthermore, optimalportfolios should include short positions of one or two of the energy companies forthe studied time period and under the difffferent risk measures.

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