//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risk management
94
Risikomanagement
88
Risikomaß
69
Risk measure
69
Volatility
62
Volatilität
62
ARCH model
54
ARCH-Modell
54
Risk
46
Oil price
45
Ölpreis
45
Risiko
43
Theorie
34
Theory
34
Welt
34
World
34
Electric power industry
33
Elektrizitätswirtschaft
33
Energiemarkt
29
Energy market
29
Commodity derivative
28
Rohstoffderivat
28
Derivat
27
Derivative
27
Estimation
27
Schätzung
27
Hedging
26
Forecasting model
25
GARCH
25
Prognoseverfahren
25
Portfolio selection
23
Portfolio-Management
23
Spillover effect
23
Spillover-Effekt
23
Börsenkurs
17
Capital income
17
Electricity price
17
Kapitaleinkommen
17
Multivariate Verteilung
17
Multivariate distribution
17
more ...
less ...
Online availability
All
Undetermined
126
Type of publication
All
Article
171
Type of publication (narrower categories)
All
Article in journal
170
Aufsatz in Zeitschrift
170
Aufsatz im Buch
1
Book section
1
Conference paper
1
Konferenzbeitrag
1
Language
All
English
171
Author
All
Ji, Qiang
7
Fan, Ying
5
Bouri, Elie
4
Hammoudeh, Shawkat
4
Liu, Bing-Yue
4
Shahzad, Syed Jawad Hussain
4
Chevallier, Julien
3
Ma, Feng
3
Ruiz, Carlos
3
Tiwari, Aviral Kumar
3
Alizadeh-Masoodian, Amir H.
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Chen, Liyuan
2
Choi, Bongseok
2
Cotter, John
2
Dionne, Georges
2
Falbo, Paolo
2
He, Kaijian
2
Herrera, Rodrigo
2
Huang, Chih-Yueh
2
Kim, Seon Tae
2
Li, Xiao-Lin
2
Liao, Yin
2
Mnasri, Mohamed
2
Nguyen, Duc Khuong
2
Peña Sánchez de Rivera, Juan Ignacio
2
Prokopczuk, Marcel
2
Russo, Marianna
2
Si, Dengkui
2
Trück, Stefan
2
Uddin, Mohammed Gazi Salah
2
Uniejewski, Bartosz
2
Walther, Thomas
2
Wang, Yudong
2
Wen, Fenghua
2
Weron, Rafał
2
Yin, Hua
2
Yoon, Seong-min
2
Zerilli, Paola
2
more ...
less ...
Published in...
All
Energy economics
Journal of banking & finance
351
Insurance / Mathematics & economics
343
SpringerLink / Bücher
312
European journal of operational research : EJOR
293
Journal of risk management in financial institutions
292
Risks : open access journal
282
International journal of production research
240
Finance research letters
224
Journal of risk and financial management : JRFM
218
International journal of production economics
186
Risiko-Manager
177
International review of financial analysis
163
Journal of risk
159
The journal of operational risk
155
Springer eBook Collection
143
International journal of risk assessment and management : IJRAM
142
Managing business risk : a practical guide to protecting your business
123
Applied economics
122
Economic modelling
119
Wiley finance series
119
NBER working paper series
118
The North American journal of economics and finance : a journal of financial economics studies
118
International journal of project management : the journal of The International Project Management Association
111
Discussion paper / Tinbergen Institute
107
World Bank E-Library Archive
107
Journal of econometrics
98
Working paper / National Bureau of Economic Research, Inc.
95
International review of economics & finance : IREF
90
Journal of empirical finance
90
Quantitative finance
90
NBER Working Paper
89
Management science : journal of the Institute for Operations Research and the Management Sciences
88
Risk management : a journal of risk, crisis and disaster
88
The journal of risk model validation
84
The European journal of finance
83
Research in international business and finance
82
Agricultural finance review
81
Working paper
79
Applied economics letters
76
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
171
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The Minimum-
CVaR
strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
2
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
Saved in:
3
Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi
;
Li, Jian
- In:
Energy economics
76
(
2018
),
pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
Saved in:
4
Oil price risk evaluation using a novel hybrid model based on time-varying long memory
Zhao, Lu-Tao
;
Liu, Kun
;
Duan, Xin-Lei
;
Li, Ming-Fang
- In:
Energy economics
81
(
2019
),
pp. 70-78
Persistent link: https://www.econbiz.de/10012172659
Saved in:
5
Selection of value at risk models for energy commodities
Laporta, Alessandro G.
;
Merlo, Luca
;
Petrella, Lea
- In:
Energy economics
74
(
2018
),
pp. 628-643
Persistent link: https://www.econbiz.de/10011972948
Saved in:
6
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
7
Value-at-Risk estimation of energy commodities : a long-memory
GARCH
-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
8
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
9
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian
;
Tso, Kwok Fai Geoffrey
;
Zou, Yingchao
;
Liu, Jia
- In:
Energy economics
76
(
2018
),
pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Saved in:
10
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->