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~isPartOf:"Journal of risk"
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Bayesian Tail Risk Forecasting...
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Energy economics
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Finance research letters
32
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of banking & finance
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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
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2
Oil stocks, risk factors, and tail behavior
Lian, Ziying
;
Cai, Jun
;
Webb, Robert I.
- In:
Energy economics
91
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
Saved in:
3
Asymmetric risk spillovers between oil and the Chinese stock market : a Beta-skew-t-EGARCH-EVT-copula approach
Chen, Jiusheng
- In:
Journal of risk
25
(
2023
)
3
,
pp. 77-127
Persistent link: https://www.econbiz.de/10014283909
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4
Estimation and decomposition of downside risk for portfolios with non-normal returns
Boudt, Kris
;
Peterson, Brian
;
Croux, Christophe
- In:
Journal of risk
11
(
2008/09
)
2
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003809417
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5
Value-at-risk and extreme value distributions for financial returns
Tolikas, Konstantinos
- In:
Journal of risk
10
(
2007/08
)
3
,
pp. 31-77
Persistent link: https://www.econbiz.de/10003698908
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6
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
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7
Risk factors and value at risk in publicly traded companies of the nonrenewable energy sector
Bianconi, Marcelo
;
Yoshino, Joe Akira
- In:
Energy economics
45
(
2014
),
pp. 19-32
Persistent link: https://www.econbiz.de/10010504798
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8
Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization
Hernandez, Jose Arreola
- In:
Energy economics
45
(
2014
),
pp. 528-536
Persistent link: https://www.econbiz.de/10010506548
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9
Expansion methods applied to asset return distributions
Marumo, Kohei
;
Wolff, Rodney
- In:
Journal of risk
10
(
2007/08
)
2
,
pp. 3-24
Persistent link: https://www.econbiz.de/10003643647
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10
Systemic risk spillovers between crude oil and stock index returns of G7 economies : conditional value-at-risk and marginal expected shortfall approaches
Tiwari, Aviral Kumar
;
Trabelsi, Nader
;
Alqahtani, Faisal
; …
- In:
Energy economics
86
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012512191
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