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~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~isPartOf:"Journal of econometrics"
~subject:"Risikomanagement"
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Bayesian Tail Risk Forecasting...
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Risikomanagement
Risk management
187
Risikomaß
168
Risk measure
168
Volatility
147
Volatilität
147
ARCH model
119
ARCH-Modell
119
Theorie
106
Theory
106
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103
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103
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92
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180
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Ji, Qiang
5
Hammoudeh, Shawkat
4
Zhang, Zhengjun
4
Chen, Rong
3
Nguyen, Duc Khuong
3
Balli, Faruk
2
Bertsch, Valentin
2
Bouri, Elie
2
Catania, Leopoldo
2
Choi, Bongseok
2
Cotter, John
2
Dionne, Georges
2
Dufrénot, Gilles
2
Hernandez, Jose Arreola
2
Hong, Yongmiao
2
Kim, Seon Tae
2
Mnasri, Mohamed
2
Mykland, Per A.
2
Naeem, Muhammad Abubakr
2
Patton, Andrew J.
2
Peña Sánchez de Rivera, Juan Ignacio
2
Russo, Marianna
2
Sakawa, Hideaki
2
Shahzad, Syed Jawad Hussain
2
Trück, Stefan
2
Uddin, Mohammed Gazi Salah
2
Wang, Shouyang
2
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2
Yao, Qiwei
2
Zhao, Wanli
2
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1
Abdullah, Mohammad
1
Ahmad, Wasim
1
Ahmed, Rizwan
1
Al-Yahyaee, Khamis Hamed
1
Alexopoulos, Thomas A.
1
Algieri, Bernardina
1
Alizadeh-Masoodian, Amir H.
1
Allen, David E.
1
Almeida, Rodrigo Borges de
1
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Applied economics
Energy economics
Journal of econometrics
SpringerLink / Bücher
296
Journal of risk management in financial institutions
269
International journal of production research
241
Risks : open access journal
236
European journal of operational research : EJOR
217
Insurance / Mathematics & economics
216
Journal of banking & finance
203
Finance research letters
181
International journal of production economics
177
Risiko-Manager
172
Journal of risk and financial management : JRFM
152
The journal of operational risk
141
Springer eBook Collection
134
International journal of risk assessment and management : IJRAM
129
Managing business risk : a practical guide to protecting your business
123
Wiley finance series
113
NBER working paper series
111
International journal of project management : the journal of The International Project Management Association
110
International review of financial analysis
106
World Bank E-Library Archive
101
Europäische Hochschulschriften / 5
93
Working paper / National Bureau of Economic Research, Inc.
85
NBER Working Paper
80
Journal of risk
76
Agricultural finance review
75
Risk management : a journal of risk, crisis and disaster
74
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
74
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
73
Management science : journal of the Institute for Operations Research and the Management Sciences
69
Transportation research / E : an international journal
66
Die Bank
65
IMF working papers
65
International review of economics & finance : IREF
57
Controlling : Zeitschrift für erfolgsorientierte Unternehmenssteuerung
56
Gabler Edition Wissenschaft
56
Economic modelling
55
International journal of economics and financial issues : IJEFI
54
Bank-Praktiker : rechtssicher, revisionsfest, risikogerecht
52
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ECONIS (ZBW)
180
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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
Modeling maxima with autoregressive conditional Fréchet model
Zhao, Zifeng
;
Zhang, Zhengjun
;
Chen, Rong
- In:
Journal of econometrics
207
(
2018
)
2
,
pp. 325-351
Persistent link: https://www.econbiz.de/10012116357
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
Optimal hedge ratio under a subjective re-weighting of the original measure
Barbi, Massimiliano
;
Romagnoli, Silvia
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1271-1280
Persistent link: https://www.econbiz.de/10011433130
Saved in:
8
A semi-parametric approach to estimating the operational risk and Expected Shortfall
Tursunalieva, Ainura
;
Silvapulle, Paramsothy
- In:
Applied economics
46
(
2014
)
28/30
,
pp. 3659-3672
Persistent link: https://www.econbiz.de/10010419979
Saved in:
9
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
Saved in:
10
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
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