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~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"Journal of risk"
~person:"Berger, Theo"
~person:"Tiwari, Aviral Kumar"
~source:"econis"
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Bayesian Tail Risk Forecasting...
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Berger, Theo
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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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2
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
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3
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
Saved in:
4
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
Saved in:
5
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
6
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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