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:"Journal of banking & finance"
~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
Risiko
3
Risikomanagement
3
Risk
3
Risk management
3
Hedging
2
Risikomaß
2
Risk measure
2
ARCH model
1
ARCH-Modell
1
Asymmetry
1
Climate change
1
Corporate disclosure
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
Forecasting
1
Forecasting model
1
Futures hedging
1
GARCH-type models
1
Hedging horizon
1
Klimawandel
1
Long memory
1
Measurement
1
Messung
1
Mixture memory
1
Nutzen
1
Oil price
1
Oil price volatility
1
Portfolio selection
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Cotter, John
Walther, Thomas
Ji, Qiang
9
Pérignon, Christophe
6
Weiß, Gregor
6
Daníelsson, Jón
5
Fan, Ying
5
Hammoudeh, Shawkat
5
Shahzad, Syed Jawad Hussain
5
Bouri, Elie
4
Breuer, Thomas
4
Dionne, Georges
4
Liu, Bing-Yue
4
McNeil, Alexander J.
4
Peña Sánchez de Rivera, Juan Ignacio
4
Prokopczuk, Marcel
4
Uryasev, Stan
4
Alexander, Gordon J.
3
Alizadeh-Masoodian, Amir H.
3
Bali, Turan G.
3
Baptista, Alexandre M.
3
Brandtner, Mario
3
Chevallier, Julien
3
D'Ecclesia, Rita L.
3
Dias, Alexandra
3
Embrechts, Paul
3
Fabozzi, Frank J.
3
Fernando, Chitru S.
3
Fiordelisi, Franco
3
Gatzert, Nadine
3
Koedijk, Kees
3
Liao, Yin
3
Ma, Feng
3
Mnasri, Mohamed
3
Morelli, Giacomo
3
Paterlini, Sandra
3
Račev, Svetlozar T.
3
Reboredo, Juan Carlos
3
Roncoroni, Andrea
3
Ruiz, Carlos
3
Smith, Stephen Drew
3
more ...
less ...
Published in...
All
Energy economics
Journal of banking & finance
Working Papers / Geary Institute, University College Dublin
7
Working papers on finance
4
Finance research letters
2
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 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)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Extreme spectral risk measures : an application to futures clearinghouse margin requirements
Cotter, John
;
Dowd, Kevin
- In:
Journal of banking & finance
30
(
2006
)
12
,
pp. 3469-3485
Persistent link: https://www.econbiz.de/10003394484
Saved in:
3
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:
4
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:
5
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...
