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Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
2
Health care expenditures and GDP in Latin American and OECD countries : a comparison using a panel cointegration approach
Rodriguez, Alejandro
;
Valdes, Nieves
- In:
International journal of health economics and management
19
(
2019
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10012256627
Saved in:
3
The effectiveness of tax incentives for R&D+i in developing countries : the case of Argentina
Crespi, Gustavo
;
Giuliodori, David
;
Giuliodori, Roberto
; …
- In:
Research policy : policy, management and economic …
45
(
2016
)
10
,
pp. 2023-2035
Persistent link: https://www.econbiz.de/10011600155
Saved in:
4
The price elasticity of casino gambling : a case study in Argentina
Florensa, Marcelo
;
Giuliodori, David
;
Rodriguez, Alejandro
- In:
Applied economics
54
(
2022
)
56
,
pp. 6445-6455
Persistent link: https://www.econbiz.de/10013411384
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5
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile
Candia Campano, Claudio
;
Herrera, Rodrigo
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014578542
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6
Tail risk dynamics of banks with score-driven extreme value models
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
Journal of empirical finance
81
(
2025
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015405419
Saved in:
7
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
8
Modelling interregional links in electricity price spikes
Clements, Adam
;
Herrera, Rodrigo
;
Hurn, Stan
- In:
Energy economics
51
(
2015
),
pp. 383-393
Persistent link: https://www.econbiz.de/10011564890
Saved in:
9
A marked point process model for intraday financial returns : modeling extreme risk
Herrera, Rodrigo
;
Clements, Adam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1575-1601
Persistent link: https://www.econbiz.de/10012219662
Saved in:
10
Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo
;
Clements, Adam
- In:
Journal of banking & finance
88
(
2018
),
pp. 161-175
Persistent link: https://www.econbiz.de/10011962603
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