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Copulas and portfolio strategies : an applied risk management perspective
Berger, Theo; Missong, Martin - In: Journal of risk 17 (2014/15) 2, pp. 51-91
Persistent link: https://www.econbiz.de/10010476248
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Volatility spillover along the supply chains : a network analysis on economic links
Berger, Theo; Gençay, Ramazan - In: Journal of risk 22 (2019/2020) 5, pp. 83-113
Persistent link: https://www.econbiz.de/10012421694
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Wavelet decompostion and applied portfolio management
Berger, Theo - In: Journal of risk 18 (2015/2016) 4, pp. 53-77
Persistent link: https://www.econbiz.de/10011578387
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Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation
Hassani, Samir Saissi; Dionne, Georges - In: Journal of risk 25 (2023) 6, pp. 73-103
Persistent link: https://www.econbiz.de/10014546368
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The use of nonlinear hedging strategies by US oil producers : motivations and implications
Mnasri, Mohamed; Dionne, Georges; Gueyie, Jean-Pierre - In: Energy economics 63 (2017), pp. 348-364
Persistent link: https://www.econbiz.de/10011758023
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Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers
Dionne, Georges; El Hraiki, Rayane; Mnasri, Mohamed - In: Energy economics 124 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014482808