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~isPartOf:"Energy economics"
~isPartOf:"Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung"
~person:"Cotter, John"
~person:"Walther, Thomas"
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Bayesian Tail Risk Forecasting...
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Energy economics
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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Oil price volatility forecast with mixture memory
GARCH
Klein, Tony
;
Walther, Thomas
- In:
Energy economics
58
(
2016
),
pp. 46-58
Persistent link: https://www.econbiz.de/10011698485
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2
Markov-Regime-Switching-Modelle in der Finanzwirtschaft
Locarek-Junge, Hermann
;
Walther, Thomas
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
46
(
2017
)
1
,
pp. 4-9
Persistent link: https://www.econbiz.de/10011955712
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3
Anwendung der Copula-Formel in der Finanzwirtschaft : Höllenformel oder nützliches Abhängigkeitsmaß?
Locarek-Junge, Hermann
;
Sumpf, Anne
;
Walther, Thomas
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
48
(
2019
)
2/3
,
pp. 12-19
Persistent link: https://www.econbiz.de/10011988282
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4
Downside risk and the energy hedger's horizon
Conlon, Thomas
;
Cotter, John
- In:
Energy economics
36
(
2013
),
pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
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5
A utility based approach to energy hedging
Cotter, John
;
Hanly, Jim
- In:
Energy economics
34
(
2012
)
3
,
pp. 817-827
Persistent link: https://www.econbiz.de/10010219885
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6
Let's talk about risk! : stock market effects of risk disclosure for European energy utilities
Düsterhöft, Maximilian
;
Schiemann, Frank
;
Walther, Thomas
- In:
Energy economics
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484429
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