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~isPartOf:"Energy economics"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Prognoseverfahren"
~subject:"Risikomanagement"
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Prognoseverfahren
Risikomanagement
Risikomaß
102
Risk measure
102
Volatility
38
Volatilität
38
Theorie
35
Theory
35
ARCH model
31
ARCH-Modell
31
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31
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31
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31
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27
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25
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45
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Bouri, Elie
2
Herrera, Rodrigo
2
Ji, Qiang
2
Liao, Yin
2
Peña Sánchez de Rivera, Juan Ignacio
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmed, Rizwan
1
Alexander, Gordon J.
1
Aloui, Riadh
1
Awudu, Iddrisu
1
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1
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1
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1
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1
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1
Bu, Di
1
Bu, Ruijun
1
Cai, Jun
1
Campajola, Carlo
1
Chai, Shanglei
1
Chamaiporn Kumpamool
1
Chaudhry, Sajid M.
1
Chonlakan Benjasak
1
Dahl, Bruce L.
1
Du, Limin
1
Duan, Xin-Lei
1
Fan, Minjie
1
Fieberg, Christian
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Gençay, Ramazan
1
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1
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1
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1
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1
Gupta, Rangan
1
Halbleib, Roxana
1
Hammoudeh, Shawkat
1
He, Kaijian
1
He, Yanan
1
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Energy economics
Journal of economic dynamics & control
Insurance / Mathematics & economics
97
Journal of banking & finance
62
Risks : open access journal
62
International journal of forecasting
48
Journal of risk
47
Finance research letters
45
European journal of operational research : EJOR
41
Economic modelling
33
Journal of forecasting
33
The North American journal of economics and finance : a journal of financial economics studies
33
Discussion paper / Tinbergen Institute
28
International review of financial analysis
28
The journal of risk model validation
28
The journal of operational risk
27
Journal of empirical finance
26
Quantitative finance
25
Applied economics
22
Journal of risk management in financial institutions
22
Journal of risk and financial management : JRFM
21
The European journal of finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Computational economics
18
International review of economics & finance : IREF
18
Journal of financial econometrics
18
Research paper series / Swiss Finance Institute
18
Working papers
18
International journal of theoretical and applied finance
16
Journal of econometrics
16
SpringerLink / Bücher
16
Applied economics letters
13
Econometric Institute research papers
13
Finance and stochastics
12
Journal of international financial markets, institutions & money
12
Pacific-Basin finance journal
12
Research in international business and finance
12
Journal of mathematical finance
11
Review of financial economics : RFE
11
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
11
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ECONIS (ZBW)
45
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1
Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li
;
Zhao, Min
;
Wu, Zhuo-Cheng
;
Jia, Kai-Wen
; …
- In:
Energy economics
121
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
Saved in:
2
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:
3
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:
4
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:
5
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang
;
Li, Yiying
;
Sun, Xianming
;
Bu, Ruijun
; …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483599
Saved in:
6
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:
7
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:
8
Multi-agent-based VaR forecasting
Tubbenhauer, Tobias
;
Fieberg, Christian
;
Poddig, Thorsten
- In:
Journal of economic dynamics & control
131
(
2021
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012818249
Saved in:
9
Tail Granger causalities and where to find them : extreme risk spillovers vs spurious linkages
Mazzarisi, Piero
;
Zaoli, Silvia
;
Campajola, Carlo
; …
- In:
Journal of economic dynamics & control
121
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012504161
Saved in:
10
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
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