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Bayesian Tail Risk Forecasting...
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Risk management
216
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207
Risikomaß
198
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198
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135
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135
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126
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126
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Ji, Qiang
9
Hammoudeh, Shawkat
7
Tiwari, Aviral Kumar
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5
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5
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Bouri, Elie
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Hung, Jui-cheng
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Jawadi, Fredj
3
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3
Reboredo, Juan Carlos
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Ruiz, Carlos
3
Sadorsky, Perry A.
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Su, Jung-bin
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Todorova, Neda
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3
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2
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2
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Barbi, Massimiliano
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Baum, Christopher F.
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2
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Cheffou, Abdoulkarim Idi
2
Chen, Liyuan
2
Chen, Rongda
2
Chen, Shou
2
Choi, Bongseok
2
Chuang, Chung-Chu
2
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Applied economics
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Journal of banking & finance
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Insurance / Mathematics & economics
343
European journal of operational research : EJOR
297
Journal of risk management in financial institutions
296
Risks : open access journal
292
Finance research letters
264
International journal of production research
253
Journal of risk and financial management : JRFM
218
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197
International review of financial analysis
181
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170
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162
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161
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142
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International review of economics & finance : IREF
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95
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91
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Research in international business and finance
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88
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
75
International journal of forecasting
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
73
International journal of economics and financial issues : IJEFI
71
Pacific-Basin finance journal
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International journal of theoretical and applied finance
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Transportation research / E : an international journal
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Die Bank
67
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ECONIS (ZBW)
429
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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
Saved in:
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
Saved in:
3
Foreign exchange risk in a managed float regime : a case study of Pakistani rupee
Mudakkar, Syeda Rabab
;
Uppal, Jamshed Y.
;
Zaman, Khalid
; …
- In:
Economic modelling
35
(
2013
),
pp. 409-417
Persistent link: https://www.econbiz.de/10010259786
Saved in:
4
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
Saved in:
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
Portfolio optimization through Kriging methods
Barrosa, Marcelo Rosário da
;
Salles, Arthur Valle
; …
- In:
Applied economics
48
(
2016
)
49/51
,
pp. 4894-4905
Persistent link: https://www.econbiz.de/10011641047
Saved in:
8
Pricing and hedging options with
GARCH
-stable proxy volatilities
Mozumder, Sharif
;
Kabir, Humayun
;
Dempsey, Michael
- In:
Applied economics
50
(
2018
)
56
,
pp. 6034-6046
Persistent link: https://www.econbiz.de/10012063384
Saved in:
9
Hedging effectiveness of the hedged portfolio : the expected utility maximization subject to the value-at-risk approach
Chuang, Chung-Chu
;
Wang, Yi-Hsien
;
Yeh, Tsai-Jung
; …
- In:
Applied economics
47
(
2015
)
19/21
,
pp. 2040-2052
Persistent link: https://www.econbiz.de/10010513350
Saved in:
10
Testing the Gaussian and Student's t copulas in a risk management framework
Lourme, Alexandre
;
Maurer, Frantz
- In:
Economic modelling
67
(
2017
),
pp. 203-214
Persistent link: https://www.econbiz.de/10011813813
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