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Oil price and reserve location: effects on oil and gas sector returns

Kretzschmar, Gavin L.; Kirchner, Axel - In: Global finance journal 20 (2009) 3, pp. 260-272

Persistent link: https://www.econbiz.de/10003921980

Resource nationalism : limits to foreign direct investment

Kretzschmar, Gavin L.; Kirchner, Axel; Sharifzyanova, Liliya - In: The energy journal 31 (2010) 2, pp. 27-52

Persistent link: https://www.econbiz.de/10008732277

Recovery of hidden state participation effects on oil and gas asset values

Kretzschmar, Gavin L.; Kirchner, Axel - In: The European journal of finance 14 (2008) 7/8, pp. 755-769

Persistent link: https://www.econbiz.de/10003816562

Risk and return in oilfield asset holdings

Kretzschmar, Gavin L.; Kirchner, Axel; Reusch, Hans - In: Energy economics 30 (2008) 6, pp. 3141-3155

Persistent link: https://www.econbiz.de/10003777016

Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework

Gabrielsen, Alexandros; Kirchner, Axel; Liu, Zhuoshi; … - In: Annals of financial economics 10 (2015) 1, pp. 1-29

Persistent link: https://www.econbiz.de/10011382540

Forecasting value-at-risk with time-varying variance, skewnessn and kurtosis in an exponential weighted moving average framework

Gabrielsen, Alexandros; Zagaglia, Paolo; Kirchner, Axel; … - 2012 - This version: June 6, 2012

This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that jointly estimates volatility, skewness and kurtosis over time using a modified form of the Gram-Charlier density...

Persistent link: https://www.econbiz.de/10011731521