//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Energy economics"
~isPartOf:"Finance research letters"
~person:"Cotter, John"
~person:"Walther, Thomas"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Bayesian Tail Risk Forecasting...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Risikomanagement
3
Risk management
3
Theorie
3
Theory
3
ARCH model
2
ARCH-Modell
2
Hedging
2
Long memory
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Asymmetry
1
Ausreißer
1
Börsenkurs
1
Capital income
1
Climate change
1
Computation time
1
Corporate disclosure
1
Currency derivative
1
Derivat
1
Derivative
1
Downside risk
1
EU countries
1
EU-Staaten
1
Electric power industry
1
Elektrizitätswirtschaft
1
Energiemarkt
1
Energiewirtschaft
1
Energy
1
Energy hedging
1
Energy market
1
Energy sector
1
Energy utilities
1
Estimation
1
Forecasting
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Cotter, John
Walther, Thomas
Ji, Qiang
12
Goodell, John W.
7
Bouri, Elie
6
Fan, Ying
5
Hammoudeh, Shawkat
5
Lucey, Brian M.
5
Naeem, Muhammad Abubakr
5
Shahzad, Syed Jawad Hussain
5
Akhtaruzzaman, Md.
4
Boubaker, Sabri
4
Corbet, Shaen
4
Liu, Bing-Yue
4
Ma, Feng
4
Nguyen, Duc Khuong
4
Tiwari, Aviral Kumar
4
Akyildirim, Erdinc
3
Chevallier, Julien
3
Dionne, Georges
3
Gupta, Rangan
3
Ke, Rui
3
Li, Jianping
3
Ruiz, Carlos
3
Sensoy, Ahmet
3
Sitara Karim
3
Wang, Gang-Jin
3
Wang, Xinyu
3
Wen, Fenghua
3
Zhang, Dayong
3
Alizadeh-Masoodian, Amir H.
2
Banerjee, Ameet Kumar
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Chen, Liyuan
2
Chi, Xie
2
Chiah, Mardy
2
Choi, Bongseok
2
Conlon, Thomas
2
Dyhrberg, Anne Haubo
2
more ...
less ...
Published in...
All
Energy economics
Finance research letters
Working Papers / Geary Institute, University College Dublin
7
Working papers on finance
4
QMS Research Paper
2
The European journal of finance
2
UCD Geary Institute discussion paper series
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Energy Economics
1
IRTG 1792 Discussion Paper
1
International journal of financial engineering and risk management
1
Journal of Risk and Financial Management
1
Journal of agricultural economics
1
Journal of banking & finance
1
Journal of financial services research : JFSR
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Pacific Accounting Review
1
Pacific accounting review
1
Research in international business and finance
1
The journal of futures markets
1
Transformations in banking, finance and regulation
1
Transparency governance and markets
1
UCD Geary Institute for Public Policy discussion paper series
1
University of St.Gallen, School of Finance Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
2
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
Saved in:
3
The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders
Cotter, John
;
Dowd, Kevin
- In:
Finance research letters
4
(
2007
)
3
,
pp. 146-154
Persistent link: https://www.econbiz.de/10003702364
Saved in:
4
Downside risk and the energy hedger's horizon
Conlon, Thomas
;
Cotter, John
- In:
Energy economics
36
(
2013
),
pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
Saved in:
5
A utility based approach to energy hedging
Cotter, John
;
Hanly, Jim
- In:
Energy economics
34
(
2012
)
3
,
pp. 817-827
Persistent link: https://www.econbiz.de/10010219885
Saved in:
6
Let's talk about risk! : stock market effects of risk disclosure for European energy utilities
Düsterhöft, Maximilian
;
Schiemann, Frank
;
Walther, Thomas
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484429
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->