//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~subject:"Conditional Value-at-Risk"
~subject:"Multivariate Verteilung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"CVaR (Conditional value at risk)"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Conditional Value-at-Risk
Multivariate Verteilung
Risikomaß
84
Risk measure
84
Volatility
37
Volatilität
37
Risikomanagement
32
Risk management
32
ARCH model
29
ARCH-Modell
29
Oil price
26
Ölpreis
26
Welt
22
World
22
Risk
20
Estimation
19
Schätzung
19
Multivariate distribution
18
Risiko
18
Spillover effect
17
Spillover-Effekt
17
Theorie
17
Theory
17
Commodity derivative
14
Portfolio selection
14
Portfolio-Management
14
Rohstoffderivat
14
Capital income
13
Kapitaleinkommen
13
Börsenkurs
12
Share price
12
Aktienmarkt
11
Forecasting model
11
Oil market
11
Prognoseverfahren
11
Statistical distribution
11
Statistische Verteilung
11
Stock market
11
Energiemarkt
10
Energy market
10
Value at risk
9
more ...
less ...
Online availability
All
Undetermined
14
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Conference paper
1
Konferenzbeitrag
1
Language
All
English
19
Author
All
Ji, Qiang
4
Liu, Bing-Yue
3
Fan, Ying
2
Hammoudeh, Shawkat
2
Leatham, David J.
2
Shahzad, Syed Jawad Hussain
2
Sukcharoen, Kunlapath
2
Al-Yahyaee, Khamis Hamed
1
Aloui, Riadh
1
Alshater, Muneer Maher
1
Awudu, Iddrisu
1
Ben Aïssa, Mohamed Safouane
1
Bouri, Elie
1
D'Antoni, Jeremy M.
1
Dahl, Bruce L.
1
Detre, Joshua Dean
1
Feng, Xiaoguang
1
Gatfaoui, Hayette
1
Hakim, Arief
1
Hayes, Dermot James
1
Hvolby, T.
1
Høg, E.
1
Jung, J.
1
Larsen, Ryan
1
Li, Jian
1
Mensi, Walid
1
Nehler, Henrik
1
Nguyen, Duc Khuong
1
Okhrin, Ostap
1
Olson, Eric
1
Pircalabu, A.
1
Reboredo, Juan Carlos
1
Roubaud, David
1
Shahbaz, Muhammad
1
Suprijanto, Djoko
1
Syuhada, Khreshna
1
Tian, Maoxi
1
Uddin, Mohammed Gazi Salah
1
Vivian, Andrew J.
1
Wilson, William W.
1
more ...
less ...
Published in...
All
Agricultural finance review
Energy economics
Insurance / Mathematics & economics
24
The North American journal of economics and finance : a journal of financial economics studies
15
Journal of banking & finance
14
Applied economics
12
Economic modelling
11
Risks : open access journal
11
Journal of risk and financial management : JRFM
10
SFB 649 discussion paper
10
European journal of operational research : EJOR
9
International review of financial analysis
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of risk
7
Computational economics
6
Finance research letters
6
Pacific-Basin finance journal
5
Quantitative finance
5
The European journal of finance
5
Computers & operations research : and their applications to problems of world concern ; an international journal
4
International Journal of Financial Studies : open access journal
4
International journal of forecasting
4
International review of economics & finance : IREF
4
Journal of international financial markets, institutions & money
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics letters
3
Economics letters
3
Financial innovation : FIN
3
Journal of empirical finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
3
Risk management : a journal of risk, crisis and disaster
3
Astin bulletin : the journal of the International Actuarial Association
2
CORE discussion paper : DP
2
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
2
Computational management science
2
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Syuhada, Khreshna
;
Hakim, Arief
;
Suprijanto, Djoko
- In:
Energy economics
129
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014558988
Saved in:
2
Dynamic risk spillovers from oil to stock markets : fresh evidence from GARCH copula quantile regression-based CoVaR model
Tian, Maoxi
;
Alshater, Muneer Maher
;
Yoon, Seong-min
- In:
Energy economics
115
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013541787
Saved in:
3
Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model
Ji, Qiang
;
Liu, Bing-Yue
;
Fan, Ying
- In:
Energy economics
77
(
2019
),
pp. 80-92
Persistent link: https://www.econbiz.de/10012306349
Saved in:
4
Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures
Gatfaoui, Hayette
- In:
Energy economics
80
(
2019
),
pp. 132-152
Persistent link: https://www.econbiz.de/10012172340
Saved in:
5
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
6
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
7
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
Saved in:
8
Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model
Liu, Bing-Yue
;
Ji, Qiang
;
Fan, Ying
- In:
Energy economics
68
(
2017
),
pp. 53-65
Persistent link: https://www.econbiz.de/10011904999
Saved in:
9
Joint price and volumetric risk in wind power trading : a copula approach
Pircalabu, A.
;
Hvolby, T.
;
Jung, J.
;
Høg, E.
- In:
Energy economics
62
(
2017
),
pp. 139-154
Persistent link: https://www.econbiz.de/10011748068
Saved in:
10
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->