//--> //--> //--> //-->
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:"Energy economics"
~isPartOf:"Journal of banking & finance"
~subject:"Finanzkrise"
~subject:"Kreditrisiko"
~subject:"Prognoseverfahren"
~subject:"World"
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:"Risk measure"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Finanzkrise
Kreditrisiko
Prognoseverfahren
World
Risikomaß
252
Risk measure
252
Theorie
98
Theory
98
Portfolio selection
88
Portfolio-Management
88
Risikomanagement
79
Risk management
79
Risk
65
Risiko
63
Volatility
57
Volatilität
57
ARCH model
51
ARCH-Modell
51
Estimation
41
Schätzung
41
Statistical distribution
39
Statistische Verteilung
39
Welt
34
Capital income
27
Kapitaleinkommen
27
Oil price
27
Ölpreis
27
Financial crisis
26
Multivariate Verteilung
26
Multivariate distribution
26
Systemic risk
25
Credit risk
23
Forecasting model
23
Measurement
23
Messung
23
Systemrisiko
23
Spillover effect
19
Spillover-Effekt
19
Basel Accord
18
Basler Akkord
18
more ...
less ...
Online availability
All
Undetermined
47
Type of publication
All
Article
90
Type of publication (narrower categories)
All
Article in journal
90
Aufsatz in Zeitschrift
90
Language
All
English
90
Author
All
Weiß, Gregor
4
Fan, Ying
3
Ji, Qiang
3
McNeil, Alexander J.
3
Bernard, Carole
2
Fermanian, Jean-David
2
Gordy, Michael B.
2
Herrera, Rodrigo
2
Liu, Bing-Yue
2
Peña Sánchez de Rivera, Juan Ignacio
2
Scaillet, Olivier
2
Wied, Dominik
2
Ziggel, Daniel
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Abduraimova, Kumushoy
1
Ahmed, Rizwan
1
Aloui, Riadh
1
Asem, Ebenezer
1
Banulescu, Georgiana-Denisa
1
Barnhill, Theodore M.
1
Beirlant, Jan
1
Ben Aïssa, Mohamed Safouane
1
Berens, Tobias
1
Bostandzic, Denefa
1
Bouri, Elie
1
Breuer, Thomas
1
Brownlees, Christian
1
Bu, Ruijun
1
Carey, Mark S.
1
Chabot, Ben
1
Chamaiporn Kumpamool
1
Chaudhry, Sajid M.
1
Chen, Xiuyun
1
Chiu, Wan-chien
1
Chonlakan Benjasak
1
Consigli, Giorgio
1
Costello, Alexandra
1
Cui, Xuecan
1
Cui, Xueting
1
more ...
less ...
Published in...
All
Energy economics
Journal of banking & finance
Finance research letters
51
International journal of forecasting
51
Discussion paper / Tinbergen Institute
33
Journal of forecasting
33
Journal of risk
30
The North American journal of economics and finance : a journal of financial economics studies
30
International review of financial analysis
29
Risks : open access journal
29
The journal of risk model validation
28
Economic modelling
24
Journal of risk management in financial institutions
23
International review of economics & finance : IREF
22
The journal of credit risk : published quarterly by Incisive Media
21
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
Applied economics
17
Econometric Institute research papers
17
The European journal of finance
17
Computational economics
16
Applied economics letters
15
Journal of economic dynamics & control
15
Journal of international financial markets, institutions & money
15
Journal of risk and financial management : JRFM
15
Research in international business and finance
14
Research paper series / Swiss Finance Institute
14
European journal of operational research : EJOR
13
Journal of financial econometrics
13
Pacific-Basin finance journal
13
Working paper
13
Quantitative finance
12
Insurance / Mathematics & economics
11
Journal of econometrics
10
School of Accounting, Finance and Economics & FEMARC working paper series
10
International journal of theoretical and applied finance
9
Journal of financial stability
9
Working papers
9
Discussion paper / Deutsche Bundesbank
8
Journal of financial services research : JFSR
8
more ...
less ...
Source
All
ECONIS (ZBW)
90
Showing
1
-
10
of
90
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
Stochastic ordering of systemic risk in commodity markets
Morelli, Giacomo
- In:
Energy economics
117
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014437140
Saved in:
3
Gold and the herd of Cryptos : saving oil in blurry times
Enilov, Martin
;
Mishra, Tapas
- In:
Energy economics
122
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014439085
Saved in:
4
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:
5
The case for CASE : estimating heterogeneous systemic effects
Du, Zaichao
;
Escanciano, Juan Carlos
;
Zhu, Guangwei
- In:
Journal of banking & finance
157
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490722
Saved in:
6
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
7
Impact of systemic risk regulation on optimal policies and asset prices
Bernard, Carole
;
Cui, Xuecan
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491945
Saved in:
8
Modeling extreme risk spillovers between crude oil and Chinese energy futures markets
Ren, Xiaohang
;
Li, Yiying
;
Sun, Xianming
;
Bu, Ruijun
; …
- In:
Energy economics
126
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014483599
Saved in:
9
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:
10
Forecasting value at risk and expected shortfall using a model with a dynamic omega ratio
Taylor, James W.
- In:
Journal of banking & finance
140
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013463062
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->