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~isPartOf:"Energy economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risiko"
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Bayesian Tail Risk Forecasting...
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Risiko
Risk management
227
Risikomanagement
219
Risikomaß
169
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169
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124
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124
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107
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Ji, Qiang
3
Bauer, Daniel
2
Bertsch, Valentin
2
Delage, Erick
2
Falbo, Paolo
2
Haensly, Paul J.
2
Lu, Yang
2
Ruiz, Carlos
2
Russo, Marianna
2
Salisu, Afees A.
2
Tiwari, Aviral Kumar
2
Uddin, Mohammed Gazi Salah
2
Zhao, Wanli
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1
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1
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1
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1
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1
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1
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1
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1
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Energy economics
Management science : journal of the Institute for Operations Research and the Management Sciences
The North American journal of economics and finance : a journal of financial economics studies
Insurance / Mathematics & economics
167
European journal of operational research : EJOR
111
Risks : open access journal
110
Finance research letters
103
Journal of banking & finance
71
Journal of risk management in financial institutions
53
International review of financial analysis
49
International journal of production research
40
International journal of production economics
35
Journal of risk and financial management : JRFM
35
International journal of risk assessment and management : IJRAM
34
Quantitative finance
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Economic modelling
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International review of economics & finance : IREF
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Applied economics
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International journal of project management : the journal of The International Project Management Association
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NBER working paper series
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World Bank E-Library Archive
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Finance and stochastics
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Scandinavian actuarial journal
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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Discussion paper / Tinbergen Institute
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NBER Working Paper
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International journal of theoretical and applied finance
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Applied economics letters
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Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
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ECONIS (ZBW)
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1
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:
2
A new copula for modeling portfolios with skewed, leptokurtic and high-order dependent risk factors
Quatto, Piero
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
The North American journal of economics and finance : a …
58
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013187663
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
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao
;
Escanciano, Juan Carlos
- In:
Management science : journal of the Institute for …
63
(
2017
)
4
,
pp. 940-958
Persistent link: https://www.econbiz.de/10011672768
Saved in:
5
An axiomatic foundation for the expected shortfall
Wang, Ruodu
;
Zitikis, Ričardas
- In:
Management science : journal of the Institute for …
67
(
2021
)
3
,
pp. 1413-1429
Persistent link: https://www.econbiz.de/10012505987
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6
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:
7
Stress testing correlation matrices for risk management
So, Mike Ka-pui
;
Wong, Jerry
;
Asai, Manabu
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 310-322
Persistent link: https://www.econbiz.de/10010365763
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8
The marginal cost of risk, risk measures, and capital allocation
Bauer, Daniel
;
Zanjani, George
- In:
Management science : journal of the Institute for …
62
(
2016
)
5
,
pp. 1431-1457
Persistent link: https://www.econbiz.de/10011487544
Saved in:
9
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:
10
Risk decomposition, estimation error, and naïve diversification
Haensly, Paul J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012654769
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