//--> //--> //--> //-->
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 risk"
~source:"econis"
~subject:"Forecasting model"
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
Forecasting model
Risikomaß
197
Risk measure
197
Risk management
183
Risikomanagement
176
Portfolio selection
92
Portfolio-Management
92
Theorie
86
Theory
86
Volatility
86
Volatilität
86
Risk
84
Risiko
81
ARCH model
79
ARCH-Modell
79
Estimation
56
Schätzung
56
Oil price
49
Ölpreis
49
Welt
47
World
47
Prognoseverfahren
43
Hedging
37
Electric power industry
35
Elektrizitätswirtschaft
35
Derivat
33
Derivative
33
Commodity derivative
32
Rohstoffderivat
32
Energiemarkt
31
Energy market
31
Spillover effect
31
Spillover-Effekt
31
Capital income
29
Kapitaleinkommen
29
Statistical distribution
29
Statistische Verteilung
29
Measurement
28
Messung
28
Multivariate Verteilung
27
more ...
less ...
Online availability
All
Undetermined
36
Type of publication
All
Article
43
Type of publication (narrower categories)
All
Article in journal
43
Aufsatz in Zeitschrift
43
Language
All
English
43
Author
All
Ma, Feng
3
Herrera, Rodrigo
2
Ke, Rui
2
Liao, Yin
2
Lyu, Yongjian
2
Uniejewski, Bartosz
2
Weron, Rafał
2
Ziggel, Daniel
2
Abad, Pilar
1
Alam, Md. Samsul
1
Alizadeh-Masoodian, Amir H.
1
Amendola, Alessandra
1
Arora, Rohit
1
Benito Muela, Sonia
1
Berens, Tobias
1
Bouri, Elie
1
Braun, Valentin
1
Bunn, Derek W.
1
Byun, Suk Joon
1
Candila, Vincenzo
1
Chang, Jianing
1
Charoenwong, Ben
1
Chevallier, Julien
1
Cho, Hangjun
1
Cotter, John
1
Date, Paresh
1
Di Iorio, Francesca
1
Dionne, Georges
1
Feng, Guanhao
1
Ferrer, Román
1
Fieberg, Christian
1
Gabriel, Vasco J.
1
Gaigall, Daniel
1
Gong, Xue
1
Gupta, Rangan
1
Hackethal, Andreas
1
Hanly, Jim
1
Hassani, Samir Saissi
1
He, Kaijian
1
Hesamzadeh, Mohammad Reza
1
more ...
less ...
Published in...
All
Energy economics
Journal of risk
International journal of forecasting
60
Journal of forecasting
41
Finance research letters
32
Discussion paper / Tinbergen Institute
25
Risks : open access journal
22
Journal of empirical finance
20
Journal of financial econometrics
20
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
The North American journal of economics and finance : a journal of financial economics studies
19
International review of financial analysis
18
Journal of banking & finance
18
Journal of econometrics
18
Journal of risk and financial management : JRFM
16
Applied economics
15
Quantitative finance
15
The journal of risk model validation
15
European journal of operational research : EJOR
14
Computational economics
13
Journal of risk management in financial institutions
13
Applied economics letters
12
Economic modelling
12
International review of economics & finance : IREF
12
Econometric Institute research papers
11
Working paper
11
Working papers
11
The European journal of finance
10
CFS working paper series
9
Insurance / Mathematics & economics
8
Journal of economic dynamics & control
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Journal of international financial markets, institutions & money
7
Pacific-Basin finance journal
7
Research in international business and finance
7
Research paper series / Swiss Finance Institute
7
Econometrics : open access journal
6
Financial innovation : FIN
6
International journal of finance & economics : IJFE
6
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
43
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
2
Modeling loss given default regressions
Li, Phillip
;
Zhang, Xiaofei
;
Zhao, Xinlei
- In:
Journal of risk
23
(
2020/2021
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012500067
Saved in:
3
Evaluating the performance of the skewed distributions to forecast value-at-risk in the global financial crisis
Abad, Pilar
;
Benito Muela, Sonia
;
López-Martín, Carmen
; …
- In:
Journal of risk
18
(
2016
)
5
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011598265
Saved in:
4
How risk managers should fix tracking error volatility and value-at-risk constraints in asset management
Riccetti, Luca
- In:
Journal of risk
19
(
2016/2017
)
4
,
pp. 79-102
Persistent link: https://www.econbiz.de/10011710254
Saved in:
5
Energy risk management through self-exciting marked point process
Herrera, Rodrigo
- In:
Energy economics
38
(
2013
),
pp. 64-76
Persistent link: https://www.econbiz.de/10009763643
Saved in:
6
Portfolio risk forecasting
Braun, Valentin
;
Hackethal, Andreas
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 35-68
Persistent link: https://www.econbiz.de/10013262566
Saved in:
7
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian
;
Tso, Kwok Fai Geoffrey
;
Zou, Yingchao
;
Liu, Jia
- In:
Energy economics
76
(
2018
),
pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Saved in:
8
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:
9
Hedging: scaling and the investor horizon
Cotter, John
;
Hanly, Jim
- In:
Journal of risk
12
(
2009/10
)
2
,
pp. 49-77
Persistent link: https://www.econbiz.de/10003924076
Saved in:
10
Oil tail risk and the tail risk of the US Dollar exchange rates
Salisu, Afees A.
;
Olaniran, Abeeb
;
Tchankam, Jean Paul
- In:
Energy economics
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013283764
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->