//--> //--> //--> //-->
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:"Risk"
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
Risk
Risikomaß
197
Risk measure
197
Risk management
183
Risikomanagement
176
Portfolio selection
92
Portfolio-Management
92
Theorie
86
Theory
86
Volatility
86
Volatilität
86
Risiko
81
ARCH model
79
ARCH-Modell
79
Estimation
56
Schätzung
56
Oil price
49
Ölpreis
49
Welt
47
World
47
Forecasting model
43
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
67
Type of publication
All
Article
84
Type of publication (narrower categories)
All
Article in journal
84
Aufsatz in Zeitschrift
84
Language
All
English
84
Author
All
Ji, Qiang
3
Bertsch, Valentin
2
Falbo, Paolo
2
Righi, Marcelo Brutti
2
Ruiz, Carlos
2
Russo, Marianna
2
Tiwari, Aviral Kumar
2
Uddin, Mohammed Gazi Salah
2
Wen, Fenghua
2
Zhao, Wanli
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Ahmad, Wasim
1
Ahmed, Rizwan
1
Algieri, Bernardina
1
Arias-Sema, María A.
1
Arici, G.
1
Auer, Benjamin R.
1
Baldick, Ross
1
Balli, Faruk
1
Bannör, Karl
1
Belles-Sampera, James
1
Bender, Micha
1
Bertram, Philip
1
Bianconi, Marcelo
1
Bignozzi, Valeria
1
Bistline, John E.
1
Boeve, Rolf
1
Boroumand, Raphaël Homayoun
1
Bouaddi, Mohammed
1
Brandão, Luiz Eduardo Teixeira
1
Braun, Valentin
1
Brik, Rachid Id
1
Bunn, Derek W.
1
Cai, Jun
1
Caro-Lopera, Francisco J.
1
Ceretta, Paulo Sergio
1
Chai, Shanglei
1
Chakir, Ahmed
1
Chamaiporn Kumpamool
1
more ...
less ...
Published in...
All
Energy economics
Journal of risk
Insurance / Mathematics & economics
168
European journal of operational research : EJOR
111
Risks : open access journal
110
Finance research letters
104
Journal of banking & finance
74
Journal of risk management in financial institutions
53
International review of financial analysis
50
International journal of production research
40
International journal of production economics
39
Journal of risk and financial management : JRFM
35
Economic modelling
34
International journal of risk assessment and management : IJRAM
34
Quantitative finance
34
International review of economics & finance : IREF
33
Applied economics
32
Management science : journal of the Institute for Operations Research and the Management Sciences
32
International journal of project management : the journal of The International Project Management Association
31
World Bank E-Library Archive
29
NBER working paper series
27
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
27
Finance and stochastics
26
Scandinavian actuarial journal
26
Operations research
25
Pacific-Basin finance journal
24
The North American journal of economics and finance : a journal of financial economics studies
24
Working paper
24
Research paper series / Swiss Finance Institute
23
Mathematics and financial economics
22
Mathematics of operations research
22
Discussion paper / Tinbergen Institute
21
NBER Working Paper
21
Insurance : mathematics and economics
20
International journal of theoretical and applied finance
20
Applied economics letters
19
Discussion papers / CEPR
19
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
19
Omega : the international journal of management science
19
Research in international business and finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
84
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hedging strategies in energy markets : the case of electricity retailers
Boroumand, Raphaël Homayoun
;
Goutte, Stéphane
; …
- In:
Energy economics
51
(
2015
),
pp. 503-509
Persistent link: https://www.econbiz.de/10011564922
Saved in:
2
The Minimum-
CVaR
strategy with semi-parametric estimation in carbon market hedging problems
Chai, Shanglei
;
Zhou, Peng
- In:
Energy economics
76
(
2018
),
pp. 64-75
Persistent link: https://www.econbiz.de/10011976584
Saved in:
3
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
Saved in:
4
Improved estimation methods for value-at-risk, expected shortfall and risk contributions with high precision
Muromachi, Yukio
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011438902
Saved in:
5
The role of model risk in extreme value theory for capital adequacy
Kellner, Ralf
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of risk
18
(
2016
)
6
,
pp. 39-70
Persistent link: https://www.econbiz.de/10011620651
Saved in:
6
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti
;
Ceretta, Paulo Sergio
- In:
Journal of risk
19
(
2016
)
2
,
pp. 81-116
Persistent link: https://www.econbiz.de/10013177086
Saved in:
7
Decomposition of portfolio risk into independent factors using an inductive causal search algorithm
Deaton, Brian D.
- In:
Journal of risk
19
(
2016
)
1
,
pp. 43-61
Persistent link: https://www.econbiz.de/10011579769
Saved in:
8
An examination of the tail contribution to distortion risk measures
Santolino, Miguel
;
Belles-Sampera, James
;
Sarabia …
- In:
Journal of risk
23
(
2021
)
6
,
pp. 95-119
Persistent link: https://www.econbiz.de/10013473149
Saved in:
9
Tail risk in energy portfolios
González-Pedraz, Carlos
;
Moreno, Manuel
;
Peña …
- In:
Energy economics
46
(
2014
),
pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
Saved in:
10
The impact of model risk on capital reserves : a quantitative analysis
Bertram, Philip
;
Sibbertsen, Philipp
;
Stahl, Gerhard
- In:
Journal of risk
17
(
2014/2015
)
5
,
pp. 69-97
Persistent link: https://www.econbiz.de/10011438894
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->