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:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Al-Yahyaee, Khamis Hamed"
~person:"Tiwari, Aviral Kumar"
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
Risikomaß
8
Risk measure
8
Volatility
6
Volatilität
6
ARCH model
4
ARCH-Modell
4
Oil price
4
Portfolio selection
4
Portfolio-Management
4
Risikomanagement
4
Risk management
4
Ölpreis
4
Capital income
3
Cryptocurrencies
3
Estimation
3
Kapitaleinkommen
3
Schätzung
3
Virtual currency
3
Virtuelle Währung
3
Aktienmarkt
2
Ansteckungseffekt
2
Contagion effect
2
Downside risk
2
Financial crisis
2
Finanzkrise
2
Hedging
2
Multivariate Verteilung
2
Multivariate distribution
2
Oil prices
2
Risiko
2
Risk
2
Spillover effect
2
Spillover-Effekt
2
Stock market
2
Aktienindex
1
Arbeitszeit
1
Asymmetric quantile regression
1
Ausreißer
1
Bitcoin
1
Börsenkurs
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Al-Yahyaee, Khamis Hamed
Tiwari, Aviral Kumar
Hammoudeh, Shawkat
10
Ji, Qiang
10
Mensi, Walid
6
Bouri, Elie
5
Fan, Ying
5
Gupta, Rangan
5
Kang, Sang Hoon
5
Liu, Bing-Yue
5
McAleer, Michael
5
Shahzad, Syed Jawad Hussain
4
Al-Jarrah, Idries Mohammad Wanas
3
Caporin, Massimiliano
3
Chang, Chia-Lin
3
Chevallier, Julien
3
Herrera, Rodrigo
3
Huang, Hung-Hsi
3
Jimenez-Martin, Juan-Angel
3
Ma, Feng
3
Peng, Cheng
3
Reboredo, Juan Carlos
3
Ruiz, Carlos
3
Wang, Xingchun
3
Zhang, Weiguo
3
Zhang, Yue-jun
3
Alizadeh-Masoodian, Amir H.
2
Allen, David E.
2
Asai, Manabu
2
Banerjee, Ameet Kumar
2
Bao, Ying
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Chen, Liyuan
2
Chen, Rongda
2
Cho, Hoon
2
Choi, Bongseok
2
Cotter, John
2
Demirer, Rıza
2
Dionne, Georges
2
more ...
less ...
Published in...
All
Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
5
Research in international business and finance
2
AGDI working paper
1
Annals of operations research
1
Computational economics
1
Economic systems
1
Emerging markets review
1
Finance research letters
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
Global finance journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of managerial finance : IJMF
1
International review of economics & finance : IREF
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Macroeconomics and finance in emerging market economies
1
Pacific-Basin finance journal
1
Risks
1
Risks : open access journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
2
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
3
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
4
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad
;
Abakah, Emmanuel Joel Aikins
; …
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10014490825
Saved in:
5
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
Saved in:
6
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets : a comparative analysis with yellow metal
Al-Yahyaee, Khamis Hamed
;
Mensi, Walid
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 104-120
Persistent link: https://www.econbiz.de/10012269157
Saved in:
7
Impact of oil price risk on sectoral equity markets : implications on portfolio management
Tiwari, Aviral Kumar
;
Jena, Sangram Keshari
;
Mitra, Amarnath
- In:
Energy economics
72
(
2018
),
pp. 120-134
Persistent link: https://www.econbiz.de/10011972290
Saved in:
8
Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad …
- In:
Energy economics
67
(
2017
),
pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
