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The journal of futures markets
Insurance / Mathematics & economics
217
Journal of banking & finance
181
Journal of risk
121
European journal of operational research : EJOR
110
Risks : open access journal
106
Finance research letters
90
Economic modelling
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International review of financial analysis
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67
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60
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55
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54
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53
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52
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51
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47
International journal of theoretical and applied finance
46
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38
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Research in international business and finance
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1
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
2
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
Saved in:
3
COVID-19 and tail risk contagion across commodity futures markets
Qiao, Tongshuai
;
Han, Liyan
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 242-272
Persistent link: https://www.econbiz.de/10014293014
Saved in:
4
Petroleum term structure dynamics and the role of regimes
Nomikos, Nikos K.
;
Pouliasis, Panos K.
- In:
The journal of futures markets
35
(
2015
)
2
,
pp. 163-185
Persistent link: https://www.econbiz.de/10011348456
Saved in:
5
Estimating financial risk measures for futures positions : a nonparametric approach
Cotter, John
;
Dowd, Kevin
- In:
The journal of futures markets
30
(
2010
)
7
,
pp. 689-703
Persistent link: https://www.econbiz.de/10003985045
Saved in:
6
Hedging and value at risk : a semi-parametric approach
Cao, Zhiguang
;
Harris, Richard D. F.
;
Shen, Jian
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 780-794
Persistent link: https://www.econbiz.de/10003985090
Saved in:
7
The bias in time series volatility forecasts
Ederington, Louis H.
;
Guan, Wei
- In:
The journal of futures markets
30
(
2010
)
4
,
pp. 305-323
Persistent link: https://www.econbiz.de/10003962585
Saved in:
8
Estimation and testing of portfolio Value-at-Risk based on L-comoment matrices
Liu, Wei-han
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 897-908
Persistent link: https://www.econbiz.de/10008900925
Saved in:
9
Value at risk and conditional extreme value theory via Markov regime switching models
Samuel, Yau Man Ze-To
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 155-181
Persistent link: https://www.econbiz.de/10003647707
Saved in:
10
Hedging and value at risk
Harris, Richard D. F.
;
Shen, Jian
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 369-390
Persistent link: https://www.econbiz.de/10003304084
Saved in:
11
Improved estimation of portfolio value-at-risk under Copula models with mixed marginals
Miller, Douglas J.
;
Liu, Wei-han
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 997-1018
Persistent link: https://www.econbiz.de/10003391974
Saved in:
12
Dynamic trading value at risk : futures floor trading
Lee, Jongdoo
;
Locke, Peter R.
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1217-1234
Persistent link: https://www.econbiz.de/10003392011
Saved in:
13
The information content of implied volatility in agricultural commodity markets
Giot, Pierre
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Saved in:
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