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~isPartOf:"Energy economics"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Risikomanagement"
~subject:"Share price"
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Bayesian Tail Risk Forecasting...
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Risikomanagement
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Risk management
158
Risikomaß
141
Risk measure
141
Volatility
118
Volatilität
118
ARCH model
97
ARCH-Modell
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Hammoudeh, Shawkat
8
Ji, Qiang
6
Bouri, Elie
5
Kang, Sang Hoon
4
Mensi, Walid
4
Caporin, Massimiliano
3
Herrera, Rodrigo
3
Jimenez-Martin, Juan-Angel
3
McAleer, Michael
3
Reboredo, Juan Carlos
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Tiwari, Aviral Kumar
3
Wang, Xingchun
3
Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Asai, Manabu
2
Bertsch, Valentin
2
Chevallier, Julien
2
Cho, Hoon
2
Choi, Bongseok
2
Cotter, John
2
Dionne, Georges
2
Gupta, Rangan
2
Haensly, Paul J.
2
Kim, Seon Tae
2
Lai, Yi-Hsun
2
Li, Guowen
2
Li, Jianping
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Mnasri, Mohamed
2
Naeem, Muhammad Abubakr
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Nguyen, Duc Khuong
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Peña Sánchez de Rivera, Juan Ignacio
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Pérez Amaral, Teodosio
2
Pérez Rodríguez, Jorge V.
2
Russo, Marianna
2
Ryu, Doojin
2
Santos, Paulo Araújo
2
Shahzad, Syed Jawad Hussain
2
Tai, Vivian W.
2
Trück, Stefan
2
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
SpringerLink / Bücher
296
Journal of risk management in financial institutions
269
International journal of production research
241
Risks : open access journal
237
European journal of operational research : EJOR
217
Insurance / Mathematics & economics
217
Journal of banking & finance
217
Finance research letters
192
International journal of production economics
177
Risiko-Manager
172
Journal of risk and financial management : JRFM
168
The journal of operational risk
141
Springer eBook Collection
134
International journal of risk assessment and management : IJRAM
129
Managing business risk : a practical guide to protecting your business
123
International review of financial analysis
119
NBER working paper series
114
Wiley finance series
113
International journal of project management : the journal of The International Project Management Association
110
World Bank E-Library Archive
101
Europäische Hochschulschriften / 5
93
Working paper / National Bureau of Economic Research, Inc.
87
NBER Working Paper
82
Journal of risk
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Risk management : a journal of risk, crisis and disaster
77
Agricultural finance review
76
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
74
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
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Applied economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
71
International review of economics & finance : IREF
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Transportation research / E : an international journal
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Die Bank
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IMF working papers
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Research in international business and finance
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International journal of economics and financial issues : IJEFI
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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
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:
8
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:
9
Value-at-Risk estimation of energy commodities : a long-memory
GARCH
-EVT approach
Youssef, Manel
;
Belkacem, Lotfi
;
Mokni, Khaled
- In:
Energy economics
51
(
2015
),
pp. 99-110
Persistent link: https://www.econbiz.de/10011564809
Saved in:
10
Downside risk management and VaR-based optimal portfolios for precious metals, oil and stocks
Hammoudeh, Shawkat
;
Santos, Paulo Araújo
;
Al-Hassan, …
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 318-334
Persistent link: https://www.econbiz.de/10009779210
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