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~isPartOf:"Applied economics"
~isPartOf:"Energy economics"
~subject:"Electric power industry"
~subject:"Risiko"
~type_genre:"Aufsatz in Zeitschrift"
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Bayesian Tail Risk Forecasting...
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Electric power industry
Risiko
Risk management
152
Risikomanagement
146
Risikomaß
124
Risk measure
124
Volatility
100
Volatilität
100
ARCH model
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Theory
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34
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Commodity derivative
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Rohstoffderivat
33
Multivariate Verteilung
31
Multivariate distribution
31
Energiemarkt
30
Energy market
30
Time series analysis
28
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Aufsatz in Zeitschrift
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Ruiz, Carlos
3
Balli, Faruk
2
Bertsch, Valentin
2
Falbo, Paolo
2
Long, Huaigang
2
Peña Sánchez de Rivera, Juan Ignacio
2
Russo, Marianna
2
Tiwari, Aviral Kumar
2
Trück, Stefan
2
Uddin, Mohammed Gazi Salah
2
Abakah, Emmanuel Joel Aikins
1
Abate, Arega Getaneh
1
Abdullah, Mohammad
1
Ahmad, Wasim
1
Ahmed, Rizwan
1
Algieri, Bernardina
1
Alles, Lakshman
1
Angeles, Joseph Emmanuel Lukban
1
Arrondel, Luc
1
Augusto, Mário Gomes
1
Bachori, Bartholomew Bilijo
1
Baldick, Ross
1
Bannör, Karl
1
Barbi, Massimiliano
1
Bianconi, Marcelo
1
Bikker, Jacob A.
1
Bistline, John E.
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Blazsek, Szabolcs
1
Boomsma, Trine Krogh
1
Borges, Maria Rosa
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Boroumand, Raphaël Homayoun
1
Bouaddi, Mohammed
1
Brandão, Luiz Eduardo Teixeira
1
Brik, Rachid Id
1
Buabeng, Emmanuel
1
Bunn, Derek W.
1
Cai, Jun
1
Castro, Gabriel Malta
1
Catania, Leopoldo
1
Chai, Shanglei
1
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Applied economics
Energy economics
Insurance / Mathematics & economics
167
European journal of operational research : EJOR
110
Risks : open access journal
104
Finance research letters
84
Journal of banking & finance
70
Journal of risk management in financial institutions
53
International review of financial analysis
49
International journal of production research
40
Journal of risk and financial management : JRFM
36
International journal of risk assessment and management : IJRAM
34
International review of economics & finance : IREF
34
Economic modelling
33
Journal of risk
33
Quantitative finance
33
International journal of production economics
31
Management science : journal of the Institute for Operations Research and the Management Sciences
30
International journal of project management : the journal of The International Project Management Association
29
Finance and stochastics
26
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
26
Pacific-Basin finance journal
25
Operations research
24
Scandinavian actuarial journal
24
The North American journal of economics and finance : a journal of financial economics studies
23
Mathematics and financial economics
22
Mathematics of operations research
22
International journal of theoretical and applied finance
21
Applied economics letters
20
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
17
Review of quantitative finance and accounting
17
Journal of financial economics
16
Mathematical finance : an international journal of mathematics, statistics and financial theory
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The journal of portfolio management : a publication of Institutional Investor
16
Agricultural finance review
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Astin bulletin : the journal of the International Actuarial Association
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Journal of economic dynamics & control
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Journal of empirical finance
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Journal of financial stability
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1
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:
2
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:
3
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:
4
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:
5
A new test procedure for the choice of dependence structure in risk measurement : application to the US and UK stock market indices
Shim, Jeungbo
;
Lee, Eun-joo
;
Lee, Seung-Hwan
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1382-1389
Persistent link: https://www.econbiz.de/10011433225
Saved in:
6
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
7
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:
8
Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Feng, Wenjun
;
Yiming, Wang
;
Zhang, Zhengjun
- In:
Applied economics
50
(
2018
)
44
,
pp. 4745-4762
Persistent link: https://www.econbiz.de/10012061627
Saved in:
9
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:
10
Backtesting Basel III : evaluating the market risk of past crises through the current regulation
Zeuli, Marcelo
;
Silva, André Luiz Carvalhal da
- In:
Applied economics
50
(
2018
)
59
,
pp. 6382-6396
Persistent link: https://www.econbiz.de/10012063432
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