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~isPartOf:"Energy economics"
~isPartOf:"Journal of banking & finance"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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Bayesian Tail Risk Forecasting...
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Risk management
430
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422
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350
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350
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236
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235
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197
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Hammoudeh, Shawkat
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5
Daníelsson, Jón
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5
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5
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5
Reboredo, Juan Carlos
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5
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4
Breuer, Thomas
4
Caporin, Massimiliano
4
Dionne, Georges
4
Huang, Hung-Hsi
4
McNeil, Alexander J.
4
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4
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4
Tiwari, Aviral Kumar
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3
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3
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3
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3
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3
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3
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3
Chang, Chia-Lin
3
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3
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3
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3
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3
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3
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3
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Conference on Liquidity Risk Management <2012, New York, NY>
1
Fordham University
1
Risk Management Reform of Banking Regulation Conference <2013, Peking>
1
Seminar on Statistical and Computational Problems in Risk Management: VaR and Beyond VaR <2001, Rom>
1
Università degli studi di Roma "La Sapienza"
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Energy economics
Journal of banking & finance
Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
IMF Staff Country Reports
481
Insurance / Mathematics & economics
343
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312
European journal of operational research : EJOR
300
Risks : open access journal
299
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297
Finance research letters
292
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256
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218
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198
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161
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Springer eBook Collection
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Managing business risk : a practical guide to protecting your business
123
Applied economics
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Journal of Risk and Financial Management
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NBER working paper series
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Wiley finance series
116
International journal of project management : the journal of The International Project Management Association
111
Discussion paper / Tinbergen Institute
108
World Bank E-Library Archive
107
International review of economics & finance : IREF
102
Speech / Federal Reserve Board (Board of Governors of the Federal Reserve System)
102
Quantitative finance
100
Journal of econometrics
98
Research in international business and finance
98
Europäische Hochschulschriften / 5
95
Managerial Finance
95
Working paper / National Bureau of Economic Research, Inc.
95
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ECONIS (ZBW)
751
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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
On the role of the estimation error in prediction of expected shortfall
Lönnbark, Carl
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 847-853
Persistent link: https://www.econbiz.de/10009708735
Saved in:
4
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
Saved in:
5
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:
6
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:
7
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:
8
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
9
Optimal insurance contract under VaR and
CVaR
constraints
Wang, Ching-Ping
;
Huang, Hung-Hsi
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 110-127
Persistent link: https://www.econbiz.de/10011672902
Saved in:
10
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
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