//--> //--> //--> //-->
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 journal of risk model validation"
~source:"econis"
~subject:"Derivative"
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
Derivative
Risk management
154
Risikomanagement
147
Risikomaß
141
Risk measure
141
Volatility
78
Volatilität
78
ARCH model
73
ARCH-Modell
73
Risk
64
Theorie
64
Theory
64
Risiko
61
Oil price
48
Ölpreis
48
Portfolio selection
47
Portfolio-Management
47
Welt
45
World
45
Estimation
44
Schätzung
44
Forecasting model
42
Prognoseverfahren
42
Electric power industry
35
Elektrizitätswirtschaft
35
Commodity derivative
32
Energiemarkt
32
Energy market
32
Hedging
32
Rohstoffderivat
32
Derivat
31
Spillover effect
28
Spillover-Effekt
28
GARCH
27
Statistical distribution
25
Statistische Verteilung
25
Credit risk
24
Kreditrisiko
24
Capital income
21
Kapitaleinkommen
21
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
31
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
31
Author
All
Falbo, Paolo
2
Ruiz, Carlos
2
Abakah, Emmanuel Joel Aikins
1
Abdullah, Mohammad
1
Alexander, Carol
1
Arrieta, Daniel
1
Baldick, Ross
1
Bannör, Karl
1
Barbosa, Maria de Fatima
1
Benth, Fred Espen
1
Boomsma, Trine Krogh
1
Boroumand, Raphaël Homayoun
1
Brandão, Luiz Eduardo Teixeira
1
Brik, Rachid Id
1
Bunn, Derek W.
1
Byun, Suk Joon
1
Chai, Shanglei
1
Changchien, Chang-cheng
1
Cho, Hangjun
1
Conejo, Antonio J.
1
Conlon, Thomas
1
Cotter, John
1
Date, Paresh
1
Demers, Jean-Guy
1
Deschatre, Thomas
1
Dionne, Georges
1
Ernstsen, Rune Ramsdal
1
Fanzeres, Bruno
1
Fernandes, Gláucia
1
Féron, Olivier
1
Gauthier, Geneviève
1
Godin, Frédéric
1
Gomes, Leonardo Lima
1
Goutte, Stéphane
1
Gruet, Pierre
1
Gueyie, Jean-Pierre
1
Heni, Boubaker
1
Hesamzadeh, Mohammad Reza
1
Hvolby, T.
1
Høg, E.
1
more ...
less ...
Published in...
All
Energy economics
The journal of risk model validation
Journal of banking & finance
16
The journal of futures markets
12
Quantitative finance
11
SpringerLink / Bücher
11
International journal of theoretical and applied finance
9
Applied economics
8
European journal of operational research : EJOR
8
Insurance / Mathematics & economics
8
International review of financial analysis
8
Journal of risk management in financial institutions
8
Agricultural finance review
7
European financial management : the journal of the European Financial Management Association
7
Finance research letters
7
International review of economics & finance : IREF
7
The European journal of finance
7
International journal of financial engineering
6
Journal of financial stability
6
Journal of risk and financial management : JRFM
6
Review of Pacific Basin financial markets and policies
6
Review of derivatives research
6
The North American journal of economics and finance : a journal of financial economics studies
6
The journal of financial market infrastructures
6
Bank- und finanzwirtschaftliche Forschungen
5
Finance and economics discussion series
5
Financial derivatives : pricing and risk management
5
Financial stability review : FSR
5
Gabler Edition Wissenschaft
5
International Journal of Financial Studies : open access journal
5
Journal of risk
5
Research in international business and finance
5
Revue d'économie financière : revue trimestrielle de l'Association Europe finances régulations
5
Risks : open access journal
5
Theoretical and applied economics : GAER review
5
Applied mathematical finance
4
Economic modelling
4
Economic review
4
Finance and capital markets series
4
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
4
Journal of financial and quantitative analysis : JFQA
4
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Tail risk of electricity futures
Peña Sánchez de Rivera, Juan Ignacio
;
Rodríguez, Rosa
; …
- In:
Energy economics
91
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012518716
Saved in:
4
Joint price and volumetric risk in wind power trading : a copula approach
Pircalabu, A.
;
Hvolby, T.
;
Jung, J.
;
Høg, E.
- In:
Energy economics
62
(
2017
),
pp. 139-154
Persistent link: https://www.econbiz.de/10011748068
Saved in:
5
Hedging downside risk of oil refineries : a vine copula approach
Sukcharoen, Kunlapath
;
Leatham, David J.
- In:
Energy economics
66
(
2017
),
pp. 493-507
Persistent link: https://www.econbiz.de/10011896556
Saved in:
6
Model risk qualification based on relative entropy
Arrieta, Daniel
- In:
The journal of risk model validation
16
(
2022
)
3
,
pp. 113-131
Persistent link: https://www.econbiz.de/10014540603
Saved in:
7
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:
8
Multiple zone power forwards : a value at risk framework
Demers, Jean-Guy
- In:
Energy economics
31
(
2009
)
5
,
pp. 713-726
Persistent link: https://www.econbiz.de/10003880261
Saved in:
9
Capturing value-at-risk in futures markets : a revised filtered historical simulation approach
Changchien, Chang-cheng
;
Lin, Chu-Hsiung
;
Kao, Wei-shun
- In:
The journal of risk model validation
6
(
2012
)
4
,
pp. 67-93
Persistent link: https://www.econbiz.de/10009692956
Saved in:
10
Optimal sales-mix and generation plan in a two-stage electricity market
Falbo, Paolo
;
Ruiz, Carlos
- In:
Energy economics
78
(
2019
),
pp. 598-614
Persistent link: https://www.econbiz.de/10012160042
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->