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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:"Risikomaß"
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Bayesian Tail Risk Forecasting...
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Risikomaß
Risk management
227
Risikomanagement
219
Risk measure
169
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124
Volatilität
124
Risk
107
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103
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Ji, Qiang
7
Hammoudeh, Shawkat
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Gupta, Rangan
5
Liu, Bing-Yue
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Mensi, Walid
5
Al-Yahyaee, Khamis Hamed
4
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McAleer, Michael
3
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3
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2
Asai, Manabu
2
Bao, Ying
2
Brown, David B.
2
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2
Delage, Erick
2
He, Kaijian
2
Jiang, Cuixia
2
Ke, Rui
2
Kuhn, Daniel
2
Lyu, Yongjian
2
Mo, Guoli
2
Peña Sánchez de Rivera, Juan Ignacio
2
Pierdzioch, Christian
2
Reboredo, Juan Carlos
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Salisu, Afees A.
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Shahzad, Syed Jawad Hussain
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2
Tian, Maoxi
2
Wohar, Mark E.
2
Xu, Qifa
2
Yoon, Seong-min
2
Zhang, Weiguo
2
Zhang, Yue-jun
2
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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
217
Journal of banking & finance
181
Journal of risk
123
Finance research letters
115
European journal of operational research : EJOR
114
Risks : open access journal
108
International review of financial analysis
74
Economic modelling
71
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
62
International journal of forecasting
59
Quantitative finance
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Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
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47
The journal of operational risk
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International journal of theoretical and applied finance
46
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42
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41
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40
International review of economics & finance : IREF
40
The European journal of finance
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Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of economic dynamics & control
34
Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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Applied economics letters
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Journal of international financial markets, institutions & money
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Scandinavian actuarial journal
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ECONIS (ZBW)
169
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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
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:
4
Selection of value at risk models for energy commodities
Laporta, Alessandro G.
;
Merlo, Luca
;
Petrella, Lea
- In:
Energy economics
74
(
2018
),
pp. 628-643
Persistent link: https://www.econbiz.de/10011972948
Saved in:
5
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:
6
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:
7
EVT and tail-risk modelling : evidence from market indices and volatility series
Allen, David E.
;
Singh, Abhay Kumar
;
Powell, Robert
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 355-369
Persistent link: https://www.econbiz.de/10010367580
Saved in:
8
Optimal insurance contract under VaR and
CVaR
constraints
Wang, Ching-Ping
;
Huang, Hung-Hsi
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 110-127
Persistent link: https://www.econbiz.de/10011672902
Saved in:
9
A study on equity home bias using vine copula approach
Garg, Jyoti
;
Karmakar, Madhusudan
;
Paul, Samit
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014246917
Saved in:
10
Sensitivity-based Conditional Value at Risk (SCVaR) : an efficient measurement of credit exposure for options
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539080
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