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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Energiemarkt"
~subject:"Share price"
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Bayesian Tail Risk Forecasting...
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Energiemarkt
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Risk management
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Bouri, Elie
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
26
Finance research letters
22
International review of financial analysis
21
Journal of risk and financial management : JRFM
19
Applied economics
18
Economic modelling
17
Journal of banking & finance
17
Journal of empirical finance
16
International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Research in international business and finance
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Quantitative finance
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Economics letters
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Discussion paper / Tinbergen Institute
8
International journal of forecasting
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper
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CESifo working papers
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CFS working paper series
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Cogent economics & finance
7
Journal of international money and finance
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Finance India : the quarterly journal of Indian Institute of Finance
6
International Journal of Financial Studies : open access journal
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of financial economics
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Journal of forecasting
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Journal of risk
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Swiss Finance Institute Research Paper
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Economies : open access journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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
Time-varying mixture
GARCH
models and asymmetric volatility
Haas, Markus
;
Krause, Jochen
;
Paolella, Marc S.
; …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 602-623
Persistent link: https://www.econbiz.de/10010370491
Saved in:
3
GARCH
models, tail indexes and error distributions : an empirical investigation
Horváth, Roman
;
Šopov, Boril
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011672845
Saved in:
4
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:
5
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:
6
Extreme dependence and risk spillovers across north american equity markets
Warshaw, Evan
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 237-251
Persistent link: https://www.econbiz.de/10012117855
Saved in:
7
Risk spillover between energy and agricultural commodity markets : a dependence-switching CoVaR-copula model
Ji, Qiang
;
Bouri, Elie
;
Roubaud, David
;
Shahzad, Syed …
- In:
Energy economics
75
(
2018
),
pp. 14-27
Persistent link: https://www.econbiz.de/10011973850
Saved in:
8
Risk transmission mechanism between energy markets : a VAR for VaR approach
Shen, Yifan
;
Shi, Xunpeng
;
Variam, Hari Malamakkavu …
- In:
Energy economics
75
(
2018
),
pp. 377-388
Persistent link: https://www.econbiz.de/10011974354
Saved in:
9
Uncertainties and extreme risk spillover in the energy markets : a time-varying copula-based CoVaR approach
Ji, Qiang
;
Liu, Bing-Yue
;
Nehler, Henrik
;
Uddin, …
- In:
Energy economics
76
(
2018
),
pp. 115-126
Persistent link: https://www.econbiz.de/10011976598
Saved in:
10
Risk spillovers between oil and stock markets : a VAR for VaR analysis
Wen, Danyan
;
Wang, Gang-Jin
;
Ma, Chaoqun
;
Wang, Yudong
- In:
Energy economics
80
(
2019
),
pp. 524-535
Persistent link: https://www.econbiz.de/10012173682
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