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Coherent risk measures alone are ineffective in constraining portfolio losses
Armstrong, John; Brigo, Damiano - In: Journal of banking & finance 140 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10013463123
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Structural estimation of counterparty credit risk under recovery risk
Castellano, Rosella; Corallo, Vincenzo; Morelli, Giacomo - In: Journal of banking & finance 140 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10013463128
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Hedging and investment trade-offs in the U.S. oil industry
Ferriani, Fabrizio; Veronese, Giovanni - In: Energy economics 106 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013202133
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Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi; Bouri, Elie - In: Energy economics 119 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
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Contagion and tail risk in complex financial networks
Abduraimova, Kumushoy - In: Journal of banking & finance 143 (2022), pp. 1-27
Persistent link: https://www.econbiz.de/10013530779
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Tail risk, systemic risk and spillover risk of crude oil and precious metals
Ahmed, Rizwan; Chaudhry, Sajid M.; Chamaiporn Kumpamool; … - In: Energy economics 112 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013350761
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Analysis of fixed volume swaps for hedging financial risk at large-scale wind projects
Lucy, Zachary; Kern, Jordan - In: Energy economics 103 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10013364079
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Sensitivity-implied tail-correlation matrices
Paulusch, Joachim; Schlütter, Sebastian - In: Journal of banking & finance 134 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013400104
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Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Syuhada, Khreshna; Hakim, Arief; Suprijanto, Djoko - In: Energy economics 129 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014558988
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Financial market development and corporate risk management : evidence from Shanghai crude oil futures launched in China
He, Feng; Chen, Longxuan; Hao, Jing; Wu, Ji - In: Energy economics 129 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014559012