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Volatility modeling and dependence structure of ESG and conventional investments
Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25
, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail …
Persistent link: https://www.econbiz.de/10012805838
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Risk analysis of maritime accidents along the main route of the Maritime Silk Road : a Bayesian network approach
Jiang, Meizhi; Jing, Lu; Yang, Zaili; Li, Jing - In: Maritime policy & management 47 (2020) 6, pp. 815-832
Persistent link: https://www.econbiz.de/10012314673
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K. - 2001
methods. The effects ofseveral modelcharacteristics (unit roots, GARCH, stochastic volatility, heavy taileddisturbance …
Persistent link: https://www.econbiz.de/10010324963
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Daily Exchange Rate Behaviour and Hedging of Currency Risk
Bos, Charles S.; Mahieu, Ronald J.; van Dijk, Herman K. - 1999
methods. The effects of several model characteristics(unit roots, GARCH, stochastic volatility, heavy tailed …
Persistent link: https://www.econbiz.de/10010324426
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Selection of value at risk models for energy commodities
Laporta, Alessandro G.; Merlo, Luca; Petrella, Lea - In: Energy economics 74 (2018), pp. 628-643
Persistent link: https://www.econbiz.de/10011972948
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Credit and market risks measurement in carbon financing for Chinese banks
Zhang, Xi; Li, Jian - In: Energy economics 76 (2018), pp. 549-557
Persistent link: https://www.econbiz.de/10011976726
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Freight rate co-movement and risk spillovers in the product tanker shipping market : a copula analysis
Bai, Xiwen; Lam, Jasmine Siu Lee - In: Transportation research / E : an international journal 149 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012520940
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Financial risk management with bayesian estimation of GARCH models : theory and applications
Ardia, David - 2008
Persistent link: https://www.econbiz.de/10013278094
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VaR as a risk management framework for the spot and futures tanker markets
Basdekis, Charalampos; Christopoulos, Apostolos G.; … - In: Operational research : an international journal 22 (2022) 4, pp. 4287-4352
Persistent link: https://www.econbiz.de/10013445551
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VaR as a mitigating risk tool in the maritime sector : an empirical approach on freight rates
Charalampos, Basdekis; Ioannis, Katsampoxakis; … - In: Quantitative finance and economics 6 (2022) 2, pp. 158-176
Persistent link: https://www.econbiz.de/10013498885