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~isPartOf:"Discussion paper / Tinbergen Institute"
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Bayesian Tail Risk Forecasting...
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1
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
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2
The Minimum-
CVaR
strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
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3
Selection of value at risk models for energy commodities
Laporta, Alessandro G.
;
Merlo, Luca
;
Petrella, Lea
- In:
Energy economics
74
(
2018
),
pp. 628-643
Persistent link: https://www.econbiz.de/10011972948
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4
Market risk management in a post-Basel II regulatory environment
Drenovak, Mikica
;
Ranković, Vladimir
;
Ivanković, Miloš
; …
- In:
European journal of operational research : EJOR
257
(
2017
)
3
,
pp. 1030-1044
Persistent link: https://www.econbiz.de/10011641392
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5
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:
6
Oil price risk evaluation using a novel hybrid model based on time-varying long memory
Zhao, Lu-Tao
;
Liu, Kun
;
Duan, Xin-Lei
;
Li, Ming-Fang
- In:
Energy economics
81
(
2019
),
pp. 70-78
Persistent link: https://www.econbiz.de/10012172659
Saved in:
7
Down-side risk metrics as portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
optimisation strategies. We begin by comparing Markowitz with
CVaR
, and then proceed to evaluate the relative effectiveness of …
Persistent link: https://www.econbiz.de/10011376286
Saved in:
8
European market portfolio diversification strategies across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2014
opimisation strategies. We begin by comparing Markowitz with
CVaR
, and then proceed to evaluate the relative effectiveness of …
Persistent link: https://www.econbiz.de/10010414201
Saved in:
9
Target-based distributionally robust optimization for single machine scheduling
Pei, Zhi
;
Lu, Haimin
;
Jin, Qingwei
;
Zhang, Lianmin
- In:
European journal of operational research : EJOR
299
(
2022
)
2
,
pp. 420-431
Persistent link: https://www.econbiz.de/10013207112
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10
Tail probabilities and partial moments for quadratic forms in multivariate generalized hyperbolic random vectors
Broda, Simon A.
-
2013
Persistent link: https://www.econbiz.de/10010191435
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