Search Results - EconBiz

Extremal chemical graphs of maximum degree at most 3 for 33 degree-based topological indices

Bonte, Sébastien; Devillez, Gauvain; Dusollier, Valentin; … - 2025

Persistent link: https://www.econbiz.de/10015205377

Extremal dependence in Australian electricity markets

Han, Lin; Cribben, Ivor; Trück, Stefan - In: Journal of commodity markets : JCM 39 (2025), pp. 1-34

Persistent link: https://www.econbiz.de/10015484690

Extremal expected shortfall regressions : inference and an application to health care spending

Hoga, Yannick; Karlsson, Martin - 2025

This paper proposes feasible inference methods for extremal expected shortfall (ES) regressions. While standard ES regressions consider a fixed probability level, in extremal ES regressions the probability level becomes more extreme as a function of the sample size. We show that in extremal ES...

Persistent link: https://www.econbiz.de/10015616196

Extremal expected shortfall regressions: Inference and an application to health care spending

Hoga, Yannick; Karlsson, Martin - 2025

This paper proposes feasible inference methods for extremal expected shortfall (ES) regressions. While standard ES regressions consider a fixed probability level, in extremal ES regressions the probability level becomes more extreme as a function of the sample size. We show that in extremal ES...

Persistent link: https://www.econbiz.de/10015619357

Extreme behaviors in risk measurement via joint tail-based cumulative residual entropy and its generalized version

Ben hssain, Lhoucine; Lakhnati, Ghizlane - In: Risk and decision analysis : RDA 11 (2025) 1/2, pp. 3-19

Persistent link: https://www.econbiz.de/10015482473

Extreme capital flow episodes from the global financial crisis to COVID-19 : an exploration with monthly data

De Crescenzio, Annamaria; Lepers, Etienne - In: Open economies review 36 (2025) 1, pp. 105-136

Persistent link: https://www.econbiz.de/10015331254

Extreme climate attention and corporate energy innovation : empirical evidence from China

Wang, Hua; Tan, Xinyu; Li, Mengzhe - In: Energy economics 148 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015608132

Extreme climate risk and energy consumption structure

Du, He; Bi, Chaowen; Yan, Jiale - In: Finance research letters 80 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015422856

Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates

Ning, Cathy Q.; Xu, Dinghai - In: Macroeconomic dynamics 29 (2025), pp. 1-20

Persistent link: https://www.econbiz.de/10015617320

Extreme conditional expectile estimation for heavy-tailed ARMA-GARCH models

Ma, Yaolan; Wei, Bo - In: Journal of financial econometrics 23 (2025) 4, pp. 1-39

Persistent link: https://www.econbiz.de/10015459542

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