Measuring extreme risk dependence between the oil and gas markets
Year of publication: |
2022
|
---|---|
Authors: | Ben Ameur, Hachmi ; Ftiti, Zied ; Jawadi, Fredj ; Louhichi, Wael |
Published in: |
Risk management decisions and value under uncertainty. - Dordrecht, The Netherlands : Springer. - 2022, p. 755-772
|
Subject: | Systemic risk | VaR | CoVar | Dynamic copula | Intraday data | Risikomaß | Risk measure | Multivariate Verteilung | Multivariate distribution | Systemrisiko | Volatilität | Volatility | Börsenkurs | Share price | ARCH-Modell | ARCH model | Risikomanagement | Risk management | Messung | Measurement |
-
Jiang, Cuixia, (2021)
-
Tian, Maoxi, (2023)
-
Jiao, Shoukun, (2022)
- More ...
-
Revisiting capital flow drivers : regional dynamics, constraints, and geopolitical influences
Ftiti, Zied, (2024)
-
Financial crisis and investor behavior : editorial
Ben Ameur, Hachmi, (2024)
-
Crises and Uncertainty in the Economy
Ben Ameur, Hachmi, (2022)
- More ...