//--> //--> //--> //-->
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
~isPartOf:"CFS working paper series"
~isPartOf:"Economics letters"
~isPartOf:"Energy economics"
~isPartOf:"Statistical Papers / Springer"
~subject:"Risikomaß"
~subject:"Risk measure"
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:"Multivariate"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
Risk measure
Multivariate distribution
74
Multivariate Verteilung
73
Theorie
60
Theory
60
Volatility
57
Volatilität
57
Multivariate analysis
44
Oil price
44
Ölpreis
44
ARCH model
41
ARCH-Modell
41
Multivariate Analyse
40
Time series analysis
31
Zeitreihenanalyse
31
Welt
28
World
28
Börsenkurs
27
Share price
27
Copula
26
Estimation
26
Schätzung
26
Capital income
20
Kapitaleinkommen
20
Commodity derivative
19
Rohstoffderivat
19
Multivariate GARCH
17
Aktienmarkt
16
Cluster analysis
16
Clusteranalyse
16
Correlation
16
Forecasting model
16
Prognoseverfahren
16
Stock market
16
Korrelation
15
Copulas
14
Electricity price
13
Risikomanagement
13
Risk management
13
more ...
less ...
Online availability
All
Undetermined
16
Free
4
Type of publication
All
Article
20
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
4
Working Paper
4
Graue Literatur
3
Non-commercial literature
3
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
24
Author
All
Ji, Qiang
4
Mittnik, Stefan
4
Haas, Markus
3
Liu, Bing-Yue
3
Fan, Ying
2
Hammoudeh, Shawkat
2
Paolella, Marc S.
2
Shahzad, Syed Jawad Hussain
2
Al-Yahyaee, Khamis Hamed
1
Aloui, Riadh
1
Alshater, Muneer Maher
1
Awudu, Iddrisu
1
Ben Aïssa, Mohamed Safouane
1
Bouri, Elie
1
Cai, Jun
1
Dahl, Bruce L.
1
Gatfaoui, Hayette
1
González-Pedraz, Carlos
1
Herwartz, Helmut
1
Hvolby, T.
1
Høg, E.
1
Ibragimov, Rustam Ju.
1
Jung, J.
1
Leatham, David J.
1
Li, Jian
1
Lian, Ziying
1
Mensi, Walid
1
Moreno, Manuel
1
Nehler, Henrik
1
Nguyen, Duc Khuong
1
Okhrin, Ostap
1
Olson, Eric
1
Peña Sánchez de Rivera, Juan Ignacio
1
Pircalabu, A.
1
Prokhorov, Artem
1
Raters, Fabian H. C.
1
Reboredo, Juan Carlos
1
Roubaud, David
1
Ruenzi, Stefan
1
Shahbaz, Muhammad
1
more ...
less ...
Published in...
All
CFS working paper series
Economics letters
Energy economics
Statistical Papers / Springer
Insurance / Mathematics & economics
30
The North American journal of economics and finance : a journal of financial economics studies
18
Journal of banking & finance
17
Risks : open access journal
15
Applied economics
13
Economic modelling
13
SFB 649 discussion paper
13
Finance research letters
12
Journal of risk and financial management : JRFM
11
International review of financial analysis
9
Computational economics
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of risk
8
European journal of operational research : EJOR
7
Quantitative finance
7
Journal of empirical finance
6
Journal of forecasting
6
Pacific-Basin finance journal
6
International journal of forecasting
5
International review of economics & finance : IREF
5
Scandinavian actuarial journal
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
The European journal of finance
5
Astin bulletin : the journal of the International Actuarial Association
4
International Journal of Financial Studies : open access journal
4
International journal of theoretical and applied finance
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of international financial markets, institutions & money
4
Agricultural finance review
3
Applied economics letters
3
Computers & operations research : and their applications to problems of world concern ; an international journal
3
Financial innovation : FIN
3
Journal of econometrics
3
Journal of mathematical finance
3
Quantitative finance and economics
3
Reihe Quantitative Ökonomie : Ökon
3
Review of quantitative finance and accounting
3
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
The relationship between energy and equity markets : evidence from volatility impulse response functions
Olson, Eric
;
Vivian, Andrew J.
;
Wohar, Mark E.
- In:
Energy economics
43
(
2014
),
pp. 297-305
Persistent link: https://www.econbiz.de/10010504812
Saved in:
3
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:
4
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:
5
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:
6
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:
7
Momentum and crash sensitivity
Ruenzi, Stefan
;
Weigert, Florian
- In:
Economics letters
165
(
2018
),
pp. 77-81
Persistent link: https://www.econbiz.de/10011973844
Saved in:
8
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:
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
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->