//--> //--> //--> //-->
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 econometrics"
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
Credit Default Swaps as Hedgin...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Risikomaß
115
Risk measure
115
Volatility
64
Volatilität
64
Theorie
46
Theory
46
ARCH model
42
ARCH-Modell
42
Oil price
41
Ölpreis
41
Risikomanagement
40
Risk management
40
Multivariate Verteilung
39
Multivariate distribution
39
Estimation
38
Schätzung
38
Welt
36
World
36
Risk
30
Copula
29
Statistical distribution
28
Statistische Verteilung
28
Portfolio selection
27
Portfolio-Management
27
Risiko
27
Capital income
24
Kapitaleinkommen
24
Spillover effect
23
Spillover-Effekt
23
Commodity derivative
20
Rohstoffderivat
20
Börsenkurs
19
Forecasting model
19
Prognoseverfahren
19
Share price
19
Time series analysis
18
Zeitreihenanalyse
18
Aktienmarkt
17
Estimation theory
17
Schätztheorie
17
more ...
less ...
Online availability
All
Undetermined
115
Type of publication
All
Article
154
Type of publication (narrower categories)
All
Article in journal
154
Aufsatz in Zeitschrift
154
Conference paper
2
Konferenzbeitrag
2
Language
All
English
154
Author
All
Hammoudeh, Shawkat
6
Ji, Qiang
6
Shahzad, Syed Jawad Hussain
5
Bouri, Elie
4
Fan, Ying
4
Liu, Bing-Yue
4
Roubaud, David
4
Tiwari, Aviral Kumar
4
Francq, Christian
3
Mensi, Walid
3
Yoon, Seong-min
3
Zakoïan, Jean-Michel
3
Zhang, Zhengjun
3
Al-Yahyaee, Khamis Hamed
2
Bai, Xiwen
2
Chang, Chia-Lin
2
Gatfaoui, Hayette
2
Gouriéroux, Christian
2
He, Kaijian
2
Hernandez, Jose Arreola
2
Herrera, Rodrigo
2
Hong, Yongmiao
2
Härdle, Wolfgang
2
Ke, Rui
2
Koopman, Siem Jan
2
Leatham, David J.
2
Lyu, Yongjian
2
Naifar, Nader
2
Peng, Liang
2
Peña Sánchez de Rivera, Juan Ignacio
2
Power, Gabriel J.
2
Reboredo, Juan Carlos
2
Sukcharoen, Kunlapath
2
Tsay, Ruey S.
2
Uddin, Mohammed Gazi Salah
2
Vedenov, Dmitrij V.
2
Wang, Weining
2
Wei, Yu
2
White, Halbert
2
Abakah, Emmanuel Joel Aikins
1
more ...
less ...
Published in...
All
Energy economics
Journal of econometrics
Journal of banking & finance
251
Insurance / Mathematics & economics
244
IMF Working Papers
180
Finance research letters
174
Journal of risk
132
European journal of operational research : EJOR
131
Risks : open access journal
124
International review of financial analysis
123
Economic modelling
103
The North American journal of economics and finance : a journal of financial economics studies
100
Applied economics
88
Journal of empirical finance
80
Discussion paper / Tinbergen Institute
77
International journal of theoretical and applied finance
76
Journal of international financial markets, institutions & money
70
The journal of risk model validation
70
International review of economics & finance : IREF
68
Journal of risk and financial management : JRFM
68
Quantitative finance
68
IMF Staff Country Reports
65
MPRA Paper
63
International journal of forecasting
62
Research paper series / Swiss Finance Institute
59
The journal of structured finance
59
Research in international business and finance
56
The journal of credit risk : published quarterly by Incisive Media
56
Journal of financial stability
54
The European journal of finance
54
Journal of risk management in financial institutions
51
The journal of fixed income
51
Computational economics
50
The journal of operational risk
48
Applied economics letters
47
Management science : journal of the Institute for Operations Research and the Management Sciences
47
SFB 649 discussion paper
46
Working paper
45
Journal of economic dynamics & control
44
Journal of financial economics
44
more ...
less ...
Source
All
ECONIS (ZBW)
154
Showing
1
-
10
of
154
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging strategy for ethanol processing with
copula
distributions
Awudu, Iddrisu
;
Wilson, William W.
;
Dahl, Bruce L.
- In:
Energy economics
57
(
2016
),
pp. 59-65
Persistent link: https://www.econbiz.de/10011698281
Saved in:
2
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:
3
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
4
Diversifying portfolios of U.S. stocks with crude oil and natural gas : a regime-dependent optimization with several risk measures
Gatfaoui, Hayette
- In:
Energy economics
80
(
2019
),
pp. 132-152
Persistent link: https://www.econbiz.de/10012172340
Saved in:
5
Risk spillovers in oil-related CDS, stock and credit markets
Hammoudeh, Shawkat
;
Liu, Tengdong
;
Chang, Chia-Lin
; …
- In:
Energy economics
36
(
2013
),
pp. 526-535
Persistent link: https://www.econbiz.de/10009724647
Saved in:
6
Partially censored posterior for robust and efficient risk evaluation
Borowska, Agnieszka
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 335-355
Persistent link: https://www.econbiz.de/10012482776
Saved in:
7
PELVE : probability equivalent level of VaR and ES
Li, Hengxin
;
Wang, Ruodu
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 353-370
Persistent link: https://www.econbiz.de/10014364915
Saved in:
8
Risk-parameter estimation in volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 158-173
Persistent link: https://www.econbiz.de/10011326796
Saved in:
9
Value-at-Risk estimation of energy commodities : a long-memory GARCH-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
10
A stochastic dominance approach to financial risk management strategies
Chang, Chia-Lin
;
Jiménez-Martín, Juan-Ángel
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 472-485
Persistent link: https://www.econbiz.de/10011499744
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->