id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
abrj-3	Handika, Rangga; Ekananda, Mahjus	Benefits and Consequences of Diversification: Evidence from Financialzed Commodity Portfolios	2019	12	.pdf	application/pdf	8118	345	59	For monthly series, only few average numbers of commodity portfolio VaR are reported to be more accurate than single commodity VaR. While there are recent works by Ghorbel and Trabelsi (2014) and Siburg et al. (2015) investigating portfolio VaR from energy markets, this paper differs from their works by developing various portfolios consisting of selected commodities and focusing on the diversification benefits and consequences of commodity portfolios.	cache/abrj-3.pdf	txt/abrj-3.txt