//--> //--> //-->
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:"Quantitative finance"
~person:"Awudu, Iddrisu"
~person:"Ji, Qiang"
~person:"Wang, Chao"
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:"Expected shortfall"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
9
Risk measure
9
Multivariate Verteilung
5
Multivariate distribution
5
Theorie
4
Theory
4
Volatility
4
Volatilität
4
CoVaR
3
Risikomanagement
3
Risk management
3
Value-at-risk
3
Welt
3
World
3
ARCH model
2
ARCH-Modell
2
Ansteckungseffekt
2
Capital income
2
Contagion effect
2
Energiemarkt
2
Energy market
2
Expected shortfall
2
Financial crisis
2
Finanzkrise
2
Kapitaleinkommen
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Oil market
2
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Spillover effect
2
Spillover-Effekt
2
Systemic risk
2
Systemrisiko
2
Time-varying copula
2
Ölmarkt
2
Ölpreis
2
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Conference paper
1
Konferenzbeitrag
1
Language
All
English
9
Author
All
Awudu, Iddrisu
Ji, Qiang
Wang, Chao
Fan, Ying
4
Liu, Bing-Yue
4
Gerlach, Richard
3
Hammoudeh, Shawkat
3
Tiwari, Aviral Kumar
3
Bouri, Elie
2
Chen, Qian
2
Delage, Erick
2
He, Kaijian
2
Herrera, Rodrigo
2
Härdle, Wolfgang
2
Li, Jonathan Yu-Meng
2
Marzban, Saeed
2
Okhrin, Ostap
2
Peña Sánchez de Rivera, Juan Ignacio
2
Shahzad, Syed Jawad Hussain
2
Sit, Tony
2
Wang, Yudong
2
Wong, Hoi Ying
2
Yoon, Seong-min
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmed, Rizwan
1
Al-Yahyaee, Khamis Hamed
1
Alexander, Carol
1
Aloui, Riadh
1
Alqahtani, Faisal
1
Alshater, Muneer Maher
1
Asem, Ebenezer
1
Auer, Benjamin R.
1
Baum, Christopher F.
1
Bee, Marco
1
Belkacem, Lotfi
1
Ben Aïssa, Mohamed Safouane
1
Ben-Horin, Moshe
1
Bergk, Kerstin
1
Bianchi, Michele Leonardo
1
more ...
less ...
Published in...
All
Energy economics
Quantitative finance
International journal of forecasting
2
Journal of forecasting
2
AGDI working paper
1
Applied economics
1
Finance research letters
1
International review of financial analysis
1
Journal of financial econometrics
1
The North American journal of economics and finance : a journal of financial economics studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
Wang, Chao
;
Gerlach, Richard
;
Chen, Qian
- In:
Quantitative finance
23
(
2023
)
2
,
pp. 309-334
Persistent link: https://www.econbiz.de/10014232647
Saved in:
2
High-dimensional CoVaR network connectedness for measuring conditional financial contagion and risk spillovers from oil markets to the G20 stock system
Liu, Bing-Yue
;
Fan, Ying
;
Ji, Qiang
;
Hussain, Nazim
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201958
Saved in:
3
Systemic risk and financial contagion across top global energy companies
Wu, Fei
;
Zhang, Dayong
;
Ji, Qiang
- In:
Energy economics
97
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820838
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
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
Wang, Chao
;
Chen, Qian
;
Gerlach, Richard
- In:
Quantitative finance
19
(
2019
)
6
,
pp. 1017-1042
Persistent link: https://www.econbiz.de/10012194739
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
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:
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
Hedging strategy for ethanol processing with copula distributions
Awudu, Iddrisu
;
Wilson, William W.
;
Dahl, Bruce L.
- In:
Energy economics
57
(
2016
),
pp. 59-65
Persistent link: https://www.econbiz.de/10011698281
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->