Figure 8. Daily oil returns and value at risk (VaR) estimates obtained with various competitive methods (confidence level: 99%)

From

Risk Measurement in Commodities Markets Using Conditional Extreme Value Theory

Ahmed GHORBEL, Sameh SOUILMI

International Journal of Econometrics and Financial Management. 2014, 2(5), 188-205 doi:10.12691/ijefm-2-5-4