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type_genre:"Article in journal"
type_genre:"Survey"
~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~subject:"Risk measure"
~type:"article"
~type_genre:"Conference paper"
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Search: subject_exact:"Estimation"
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Risk measure
Estimation
912
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911
Volatility
225
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225
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199
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199
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192
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192
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41
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41
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Moreno, Manuel
2
Peña Sánchez de Rivera, Juan Ignacio
2
Tiwari, Aviral Kumar
2
Yoon, Seong-min
2
Alles, Lakshman
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Bonaccolto, Giovanni
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Energy economics
Journal of banking & finance
Journal of risk
22
Finance research letters
20
The North American journal of economics and finance : a journal of financial economics studies
20
Applied economics
18
International review of financial analysis
16
Economic modelling
15
International journal of forecasting
15
Journal of econometrics
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Journal of empirical finance
13
Insurance / Mathematics & economics
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Risks : open access journal
11
The journal of risk model validation
11
Quantitative finance
10
Research in international business and finance
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International review of economics & finance : IREF
9
Journal of risk and financial management : JRFM
9
Journal of financial econometrics
8
Pacific-Basin finance journal
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Economics letters
7
Computational economics
6
Journal of economic dynamics & control
6
Journal of forecasting
6
Journal of international financial markets, institutions & money
6
Journal of mathematical finance
6
International journal of finance & economics : IJFE
5
Journal of risk : JOR
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Applied economics letters
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
International journal of economics and finance
4
Journal of international money and finance
4
Journal of investment management : JOIM
4
Risk management : a journal of risk, crisis and disaster
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Studies in economics and finance
4
ASTIN bulletin : the journal of the International Actuarial Association
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ECONIS (ZBW)
41
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41
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1
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:
2
Differences in carbon risk spillovers with green versus traditional assets : evidence from a full distributional analysis
Duan, Kun
;
Yang, Liu
;
Yan, Cheng
;
Huang, Yingying
- In:
Energy economics
127
(
2023
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014488701
Saved in:
3
The sum of all fears : forecasting international returns using option-implied risk measures
Gagnon, Marie-Hélène
;
Power, Gabriel J.
;
Toupin, Dominique
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248207
Saved in:
4
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:
5
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:
6
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:
7
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
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
Forecasting VaR and ES using a joint quantile regression and its implications in portfolio allocation
Merlo, Luca
;
Petrella, Lea
;
Raponi, Valentina
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256440
Saved in:
10
Downside risk and the performance of volatility-managed portfolios
Wang, Feifei
;
Yan, Xuemin Sterling
- In:
Journal of banking & finance
131
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013365948
Saved in:
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