# Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates

> Research article (Journal of the Operational Research Society, 2017) · cited 17× · AI/ML

**Wikidata**: [openalex:W2575878891](https://www.wikidata.org/wiki/openalex:W2575878891)  
**Source**: https://4ort.xyz/entity/estimating-and-forecasting-portfolios-value-at-risk-with-wavelet-based-extreme-value-theory-evidence-from-crude-oil-pric