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~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Prognoseverfahren"
~subject:"Risiko"
~subject:"Theorie"
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Prognoseverfahren
Risiko
Theorie
Risikomaß
102
Risk measure
102
Volatility
38
Volatilität
38
Theory
35
ARCH model
31
ARCH-Modell
31
Portfolio selection
31
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31
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Risk management
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Risk
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25
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57
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Alexander, Gordon J.
2
Baptista, Alexandre M.
2
Herrera, Rodrigo
2
Li, Duan
2
Schneider, Judith Christiane
2
Schweizer, Nikolaus
2
Tiwari, Aviral Kumar
2
Wu, Qi
2
Yan, Xing
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmed, Rizwan
1
Ankirchner, Stefan
1
Awudu, Iddrisu
1
Bacry, E.
1
Baum, Christopher F.
1
Berger, Theo
1
Bianconi, Marcelo
1
Bouri, Elie
1
Cabedo, J. David
1
Cai, Jun
1
Campajola, Carlo
1
Castro, Luciano I. de
1
Chai, Shanglei
1
Chamaiporn Kumpamool
1
Chaudhry, Sajid M.
1
Chen, Liyuan
1
Chonlakan Benjasak
1
Cui, Xiangyu
1
Dahl, Bruce L.
1
Duan, Kun
1
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1
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1
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1
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1
Fieberg, Christian
1
Galvão Júnior, Antônio Fialho
1
Gao, Jianjun
1
Gatfaoui, Hayette
1
Gençay, Ramazan
1
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Energy economics
Journal of economic dynamics & control
Insurance / Mathematics & economics
195
Journal of banking & finance
112
European journal of operational research : EJOR
93
Risks : open access journal
87
Finance research letters
64
Journal of risk
55
International journal of forecasting
48
International review of financial analysis
46
Quantitative finance
46
Economic modelling
44
Discussion paper / Tinbergen Institute
43
Journal of empirical finance
42
Applied economics
35
Journal of forecasting
35
International journal of theoretical and applied finance
33
Journal of risk and financial management : JRFM
33
The journal of risk model validation
33
Finance and stochastics
30
The North American journal of economics and finance : a journal of financial economics studies
30
Journal of econometrics
28
Scandinavian actuarial journal
28
The European journal of finance
28
Computational economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
26
Research paper series / Swiss Finance Institute
26
Mathematics and financial economics
25
SFB 649 discussion paper
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
24
Mathematics of operations research
24
International review of economics & finance : IREF
22
Operations research
22
Operations research letters
22
The journal of credit risk : published quarterly by Incisive Media
22
Applied economics letters
21
Astin bulletin : the journal of the International Actuarial Association
21
Journal of financial econometrics
21
Journal of risk management in financial institutions
21
Journal of international financial markets, institutions & money
20
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ECONIS (ZBW)
57
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1
Dynamic CVaR portfolio construction with attention-powered generative factor learning
Sun, Chuting
;
Wu, Qi
;
Yan, Xing
- In:
Journal of economic dynamics & control
160
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014532506
Saved in:
2
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
3
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
5
Bayesian mixed-frequency quantile vector autoregression : eliciting tail risks of monthly US GDP
Iacopini, Matteo
;
Poon, Aubrey
;
Rossini, Luca
;
Zhu, Dan
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014495378
Saved in:
6
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
7
Numerical solution of dynamic quantile models
Castro, Luciano I. de
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014240037
Saved in:
8
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
9
Tail risk, systemic risk and spillover risk of crude oil and precious metals
Ahmed, Rizwan
;
Chaudhry, Sajid M.
;
Chamaiporn Kumpamool
; …
- In:
Energy economics
112
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013350761
Saved in:
10
Salience, systemic risk and spectral risk measures as capital requirements
Matyska, Branka
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012666998
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