//--> //--> //--> //-->
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
subject:"ARCH model"
~isPartOf:"Energy economics"
~subject:"Multivariate distribution"
~subject:"Statistical distribution"
~type:"article"
~type:"book"
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:"Value at risk"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Multivariate distribution
Statistical distribution
Risikomaß
71
Risk measure
71
Volatility
37
Volatilität
37
ARCH-Modell
29
Oil price
27
Risikomanagement
27
Risk management
27
Ölpreis
27
Risk
20
Welt
20
World
20
Risiko
18
Estimation
16
Schätzung
16
Spillover effect
16
Spillover-Effekt
16
Theorie
16
Theory
16
Multivariate Verteilung
15
Commodity derivative
14
Rohstoffderivat
14
Capital income
12
Kapitaleinkommen
12
Aktienmarkt
11
Portfolio selection
11
Portfolio-Management
11
Stock market
11
Börsenkurs
10
Energiemarkt
10
Energy market
10
Forecasting model
10
Oil market
10
Prognoseverfahren
10
Share price
10
Statistische Verteilung
9
Value at risk
8
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
Book / Working Paper
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Conference paper
1
Konferenzbeitrag
1
Language
All
English
43
Author
All
Ji, Qiang
4
Fan, Ying
3
Liu, Bing-Yue
3
Bouri, Elie
2
Hammoudeh, Shawkat
2
Peña Sánchez de Rivera, Juan Ignacio
2
Shahzad, Syed Jawad Hussain
2
Tiwari, Aviral Kumar
2
Yoon, Seong-min
2
Al-Yahyaee, Khamis Hamed
1
Aloui, Riadh
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Asem, Ebenezer
1
Awudu, Iddrisu
1
Baum, Christopher F.
1
Belkacem, Lotfi
1
Ben Aïssa, Mohamed Safouane
1
Bianconi, Marcelo
1
Cai, Jun
1
Chen, Lin
1
Chen, Liyuan
1
Costello, Alexandra
1
Dahl, Bruce L.
1
Di Iorio, Francesca
1
Du, Limin
1
Duan, Xin-Lei
1
Gardner, Eldon
1
Gatfaoui, Hayette
1
Giot, Pierre
1
Gong, Xiao-Li
1
González-Pedraz, Carlos
1
Gupta, Rangan
1
Hakim, Arief
1
He, Yanan
1
Hung, Jui-cheng
1
Hvolby, T.
1
Høg, E.
1
Jena, Sangram Keshari
1
Jia, Kai-Wen
1
more ...
less ...
Published in...
All
Energy economics
Insurance / Mathematics & economics
88
Journal of banking & finance
54
Finance research letters
43
International journal of forecasting
41
Journal of risk
39
Economic modelling
38
The North American journal of economics and finance : a journal of financial economics studies
38
Applied economics
35
Journal of empirical finance
35
Risks : open access journal
33
Journal of risk and financial management : JRFM
31
International review of financial analysis
29
The journal of risk model validation
29
Discussion paper / Tinbergen Institute
27
Journal of econometrics
23
Quantitative finance
22
Working papers
22
Journal of forecasting
21
The journal of operational risk
21
Computational economics
20
International review of economics & finance : IREF
19
European journal of operational research : EJOR
16
Journal of financial econometrics
16
Journal of financial econometrics : official journal of the Society for Financial Econometrics
16
Research in international business and finance
16
SFB 649 discussion paper
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Pacific-Basin finance journal
15
The European journal of finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Scandinavian actuarial journal
14
Journal of international financial markets, institutions & money
13
Applied economics letters
12
Econometric Institute research papers
12
Journal of mathematical finance
11
Research paper series / Swiss Finance Institute
11
Risk management : a journal of risk, crisis and disaster
10
Swiss Finance Institute Research Paper
10
Astin bulletin : the journal of the International Actuarial Association
9
more ...
less ...
Source
All
ECONIS (ZBW)
43
Showing
1
-
10
of
43
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
Research on tail risk contagion in international energy markets : the quantile time-frequency volatility spillover perspective
Gong, Xiao-Li
;
Zhao, Min
;
Wu, Zhuo-Cheng
;
Jia, Kai-Wen
; …
- In:
Energy economics
121
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014438765
Saved in:
3
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
4
Extreme risk spillover of the oil, exchange rate to Chinese stock market : evidence from implied volatility indexes
Chen, Lin
;
Wen, Fenghua
;
Li, Wanyang
;
Yin, Hua
;
Zhao, Lili
- In:
Energy economics
107
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013202630
Saved in:
5
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
6
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:
7
Extreme co-movements between infectious disease events and crude oil futures prices : from extreme value analysis perspective
Lin, Hang
;
Zhang, Zhengjun
- In:
Energy economics
110
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013349928
Saved in:
8
Revisiting value-at-risk and expected shortfall in oil markets under structural breaks : the role of fat-tailed distributions
Patra, Saswat
- In:
Energy economics
101
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013161743
Saved in:
9
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
10
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->