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~isPartOf:"Energy economics"
~subject:"Electric power industry"
~subject:"Forecasting model"
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Bayesian Tail Risk Forecasting...
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Electric power industry
Forecasting model
Risk management
152
Risikomanagement
146
Risikomaß
124
Risk measure
124
Volatility
100
Volatilität
100
ARCH model
93
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76
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33
Multivariate Verteilung
31
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31
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30
Energy market
30
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28
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Aufsatz in Zeitschrift
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72
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Ma, Feng
4
Blazsek, Szabolcs
3
Ruiz, Carlos
3
Bertsch, Valentin
2
Falbo, Paolo
2
Herrera, Rodrigo
2
Liao, Yin
2
Monteros, Luis Antonio
2
Russo, Marianna
2
Trück, Stefan
2
Uniejewski, Bartosz
2
Walther, Thomas
2
Weron, Rafał
2
Abakah, Emmanuel Joel Aikins
1
Abate, Arega Getaneh
1
Abdullah, Mohammad
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Alam, Md. Samsul
1
Alizadeh-Masoodian, Amir H.
1
Baldick, Ross
1
Bistline, John E.
1
Boomsma, Trine Krogh
1
Boroumand, Raphaël Homayoun
1
Bouri, Elie
1
Bunn, Derek W.
1
Byun, Suk Joon
1
Castro, Gabriel Malta
1
Catania, Leopoldo
1
Chang, Matthew C.
1
Charfeddine, Lanouar
1
Chen, Tao
1
Chen, Yixiang
1
Chevallier, Julien
1
Cho, Hangjun
1
Choo, Wei Chong
1
Conejo, Antonio J.
1
Cover, James Peery
1
Curtis, John A.
1
Date, Paresh
1
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Applied economics
Energy economics
International journal of forecasting
60
Journal of forecasting
41
Finance research letters
28
Risks : open access journal
22
Journal of empirical finance
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
Journal of banking & finance
19
Journal of financial econometrics
19
The North American journal of economics and finance : a journal of financial economics studies
19
International review of financial analysis
18
Journal of econometrics
18
European journal of operational research : EJOR
16
Journal of risk
16
Journal of risk and financial management : JRFM
16
Quantitative finance
15
The journal of risk model validation
15
Applied economics letters
13
Computational economics
13
International review of economics & finance : IREF
13
Journal of risk management in financial institutions
13
Economic modelling
12
The European journal of finance
10
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Econometrics : open access journal
6
Economics letters
6
Financial innovation : FIN
6
International journal of finance & economics : IJFE
6
Journal of applied econometrics
6
The electricity journal
6
The journal of futures markets
6
Theoretical economics letters
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energiewirtschaftliche Tagesfragen : et ; Zeitschrift für Energiewirtschaft, Recht, Technik und Umwelt
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ECONIS (ZBW)
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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
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
Saved in:
3
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian
;
Tso, Kwok Fai Geoffrey
;
Zou, Yingchao
;
Liu, Jia
- In:
Energy economics
76
(
2018
),
pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Saved in:
4
Score-driven Markov-switching EGARCH models : an application to systematic risk analysis
Blazsek, Szabolcs
;
Ho, Han-Chiang
;
Liu, Su-Ping
- In:
Applied economics
50
(
2018
)
56
,
pp. 6047-6060
Persistent link: https://www.econbiz.de/10012063386
Saved in:
5
Energy risk management through self-exciting marked point process
Herrera, Rodrigo
- In:
Energy economics
38
(
2013
),
pp. 64-76
Persistent link: https://www.econbiz.de/10009763643
Saved in:
6
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
Saved in:
7
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
8
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
9
Event-study analysis by using dynamic conditional score models
Blazsek, Szabolcs
;
Monteros, Luis Antonio
- In:
Applied economics
49
(
2017
)
45
,
pp. 4530-4541
Persistent link: https://www.econbiz.de/10011844230
Saved in:
10
Oil price volatility forecast with mixture memory
GARCH
Klein, Tony
;
Walther, Thomas
- In:
Energy economics
58
(
2016
),
pp. 46-58
Persistent link: https://www.econbiz.de/10011698485
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