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~isPartOf:"Energy economics"
~isPartOf:"Research paper series / Swiss Finance Institute"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Prognoseverfahren"
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Kapitaleinkommen
Prognoseverfahren
Risikomaß
103
Risk measure
103
Volatility
39
Volatilität
39
Risikomanagement
38
Risk management
38
Theorie
37
Theory
37
ARCH model
35
ARCH-Modell
35
Risk
33
Risiko
31
Portfolio selection
28
Portfolio-Management
28
Oil price
25
Ölpreis
25
Welt
22
World
22
Estimation
20
Schätzung
20
Capital income
17
Spillover effect
16
Spillover-Effekt
16
Statistical distribution
16
Statistische Verteilung
16
Multivariate Verteilung
15
Multivariate distribution
15
Commodity derivative
14
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14
Rohstoffderivat
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Börsenkurs
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Share price
13
Aktienmarkt
10
Energiemarkt
10
Energy market
10
Measurement
10
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10
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Haas, Markus
2
Herrera, Rodrigo
2
Krause, Jochen
2
Paolella, Marc S.
2
Steude, Sven Christian
2
Tiwari, Aviral Kumar
2
Trojani, Fabio
2
Yoon, Seong-min
2
Almeida, Caio
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Ardison, Kym
1
Arx, Urs von
1
Baum, Christopher F.
1
Bianconi, Marcelo
1
Bouri, Elie
1
Broda, Simon A.
1
Cai, Jun
1
Cambou, Mathieu
1
Camponovo, Lorenzo
1
Chang, Chia-Lin
1
Chen, Liyuan
1
Duan, Xin-Lei
1
Dudler, Martin
1
Fan, Ying
1
Filipović, Damir
1
Garcia, René
1
Gilli, Manfred
1
Gmür, Bruno
1
Gupta, Rangan
1
Hammoudeh, Shawkat
1
He, Kaijian
1
Hernandez, Jose Arreola
1
Jena, Sangram Keshari
1
Ji, Qiang
1
Jiao, Lei
1
Jondeau, Eric
1
Ke, Rui
1
Klein, Tony
1
Li, Ming-Fang
1
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Energy economics
Research paper series / Swiss Finance Institute
International journal of forecasting
47
Journal of forecasting
34
Finance research letters
32
International review of financial analysis
28
The North American journal of economics and finance : a journal of financial economics studies
26
Journal of banking & finance
25
Discussion paper / Tinbergen Institute
21
Journal of empirical finance
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Insurance / Mathematics & economics
20
Journal of risk
20
Applied economics
19
Risks : open access journal
19
Journal of financial econometrics
17
Econometric Institute research papers
15
Quantitative finance
15
Research in international business and finance
14
The journal of risk model validation
14
Journal of econometrics
13
Journal of risk and financial management : JRFM
12
Economic modelling
11
Journal of economic dynamics & control
11
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
11
Working paper
11
Computational economics
10
International review of economics & finance : IREF
10
Pacific-Basin finance journal
10
Working papers
10
CFS working paper series
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of international financial markets, institutions & money
9
The European journal of finance
9
European journal of operational research : EJOR
8
Review of quantitative finance and accounting
8
Applied economics letters
7
Journal of financial economics
7
The journal of asset management
7
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
7
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ECONIS (ZBW)
28
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28
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1
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:
2
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:
3
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
4
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
5
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
6
Leverage effects and stochastic volatility in spot oil returns : a Bayesian approach with VaR and CVaR applications
Chen, Liyuan
;
Zerilli, Paola
;
Baum, Christopher F.
- In:
Energy economics
79
(
2019
),
pp. 111-129
Persistent link: https://www.econbiz.de/10012172264
Saved in:
7
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:
8
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:
9
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
10
Predicting carbon market risk using information from macroeconomic fundamentals
Jiao, Lei
;
Liao, Yin
;
Zhou, Qing
- In:
Energy economics
73
(
2018
),
pp. 212-227
Persistent link: https://www.econbiz.de/10011972585
Saved in:
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