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This study contributes to the literature on energy market risk management and portfolio management by examining co-movements between several energy commodities in a portfolio context in light of the impact of several types of uncertainty over time and under high, medium, and low frequencies. Using of wavelet decomposition analysis, we first investi...
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Context 1
... VaR represents the potential loss on a 1-day horizon for a 95% confidence level. (2) The VaR and the contribution to VaR at scale j are computed according to Equations (9) and (10) Looking at the case of energy uncertainty in portfolio diversification, it appears from Table 2 that the time horizon under consideration is quite an important feature when it comes to evaluating the performance of energy indexes as portfolio stabilizers in times of energy market distress. It can be observed that GAS contributes least to the VaR even when investing in renewable energy is considered. ...Citations
... This enables companies to satisfy market expectations and portrays money strength that tends not to replicate economic reality. Meanwhile, the organization's environmental responsibility program enables investors to expertise huge losses once there is an Associate in Nursing scandal (Alqaralleh et al., 2021;Hardiningsih et al., 2020;Huynh, 2020). According to Healy and Wahlen (2005), EM occurs once managers incorrectly "provide stakeholders with information concerning the company's basic economic performance." ...
This study examines the effect of green management on earnings management in energy companies in Indonesia. The green management variable is proxied by environmental management, environmental performance, and environmental environment by using secondary data. The data used in this study is a regression panel data analysis for the 2015-2019 period. This study finds that green management does not have an impact on earnings management, but the size of the company that determines earnings management. The implication is that energy companies in Indonesia that implement green management do not determine companies to practice earnings management. On the other hand, the practice of earnings management is determined by the size of the company. Large companies tend to practice earnings management in providing financial statement information. Simultaneously, the green management variable and the size of the company together determine the company's earnings management practices in energy companies in Indonesia.
