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~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"Stochastic process"
~subject:"Ölpreis"
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Bayesian Tail Risk Forecasting...
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Stochastic process
Ölpreis
Risk management
477
Risikomanagement
467
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321
Risk measure
321
Theorie
273
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210
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Ma, Feng
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Hammoudeh, Shawkat
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He, Kaijian
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Liu, Bing-Yue
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Shahzad, Syed Jawad Hussain
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Tiwari, Aviral Kumar
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Agricultural finance review
Energy economics
European journal of operational research : EJOR
Journal of risk
Insurance / Mathematics & economics
37
Journal of econometrics
19
Risks : open access journal
17
Finance research letters
16
Journal of risk and financial management : JRFM
14
International journal of production research
12
International journal of theoretical and applied finance
12
Economic modelling
11
Quantitative finance
11
Applied economics
10
Computers & operations research : and their applications to problems of world concern ; an international journal
9
Discussion paper / Tinbergen Institute
8
INFORMS journal on computing : JOC
8
International journal of production economics
8
International review of economics & finance : IREF
8
Computational Management Science : CMS
7
Finance and stochastics
7
Journal of banking & finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The North American journal of economics and finance : a journal of financial economics studies
7
Econometrics : open access journal
6
International review of financial analysis
6
Journal of mathematical finance
6
Mathematics of operations research
6
Omega : the international journal of management science
6
Operations research
6
Astin bulletin : the journal of the International Actuarial Association
5
Financial innovation : FIN
5
Journal of financial econometrics
5
Journal of the Operational Research Society
5
Research in international business and finance
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Working paper
5
Annals of operations research
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
IMA journal of management mathematics
4
Insurance : mathematics and economics
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International Journal of Energy Economics and Policy : IJEEP
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1
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
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2
New algorithmic framework for conditional value at risk : application to stochastic fixed-charge transportation
Fernández, Elena
;
Hinojosa, Yolanda
;
Puerto, Justo
; …
- In:
European journal of operational research : EJOR
277
(
2019
)
1
,
pp. 215-226
Persistent link: https://www.econbiz.de/10012014841
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3
Expected shortfall : heuristics and certificates
Ramponi, Federico Alessandro
;
Campi, Marco C.
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 1003-1013
Persistent link: https://www.econbiz.de/10011812858
Saved in:
4
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
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5
Value-at-Risk estimation of energy commodities : a long-memory
GARCH
-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
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6
A risk management system for sustainable fleet replacement
Ansaripoor, Amir H.
;
Oliveira, Fernando S.
;
Liret, Anne
- In:
European journal of operational research : EJOR
237
(
2014
)
2
,
pp. 701-712
Persistent link: https://www.econbiz.de/10010379953
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7
A functional Itô's calculus approach to convex risk measures with jump diffusion
Siu, Tak Kuen
- In:
European journal of operational research : EJOR
250
(
2016
)
3
,
pp. 874-883
Persistent link: https://www.econbiz.de/10011445346
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8
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
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9
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
10
Restricted risk measures and robust optimization
Lagos, Guido
;
Espinoza, Daniel
;
Moreno, Eduardo
; …
- In:
European journal of operational research : EJOR
241
(
2015
)
3
,
pp. 771-782
Persistent link: https://www.econbiz.de/10010487547
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