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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Share price"
~subject:"World"
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Bayesian Tail Risk Forecasting...
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Energy economics
The North American journal of economics and finance : a journal of financial economics studies
Finance research letters
59
Journal of banking & finance
44
International review of financial analysis
42
Journal of risk management in financial institutions
40
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1
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:
2
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:
3
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
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4
Forecasting crude oil price volatility and value-at-risk : evidence from historical and recent data
Lux, Thomas
;
Segnon, Mawuli
;
Gupta, Rangan
- In:
Energy economics
56
(
2016
),
pp. 117-133
Persistent link: https://www.econbiz.de/10011663878
Saved in:
5
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
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6
Has the Basel Accord improved risk management during the global financial crisis?
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 250-265
Persistent link: https://www.econbiz.de/10010365769
Saved in:
7
Extreme risk spillovers between crude oil and stock markets
Du, Limin
;
He, Yanan
- In:
Energy economics
51
(
2015
),
pp. 455-465
Persistent link: https://www.econbiz.de/10011564907
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8
Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
;
Hammoudeh, …
- In:
Energy economics
42
(
2014
),
pp. 332-342
Persistent link: https://www.econbiz.de/10010503584
Saved in:
9
Market risk in commodity markets : a VaR approach
Giot, Pierre
;
Laurent, Sébastien
- In:
Energy economics
25
(
2003
)
5
,
pp. 435-457
Persistent link: https://www.econbiz.de/10001790694
Saved in:
10
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
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