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~person:"Cotter, John"
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Bayesian Tail Risk Forecasting...
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Bouri, Elie
Cotter, John
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1
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:
2
Crude oil risk forecasting : new evidence from multiscale analysis approach
He, Kaijian
;
Tso, Kwok Fai Geoffrey
;
Zou, Yingchao
;
Liu, Jia
- In:
Energy economics
76
(
2018
),
pp. 574-583
Persistent link: https://www.econbiz.de/10011976731
Saved in:
3
Value-at-risk estimation of crude oil price using MCA based transient risk modeling approach
He, Kaijian
;
Lai, Kin Keung
;
Yen, Jerome
- In:
Energy economics
33
(
2011
)
5
,
pp. 903-911
Persistent link: https://www.econbiz.de/10009382998
Saved in:
4
The risk spillover effect of the COVID-19 pandemic on energy sector : evidence from China
Si, Dengkui
;
Li, Xiao-Lin
;
Xu, XuChuan
;
Fang, Yi
- In:
Energy economics
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013162430
Saved in:
5
Intraday and overnight tail risks and return predictability in the crude oil market : Evidence from oil-related regular news and extreme shocks
Wang, Cheng
;
Bouri, Elie
;
Xu, Yahua
;
Zhang, Dingsheng
- In:
Energy economics
127
(
2023
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014489965
Saved in:
6
Oil volatility shocks and the stock markets of oil-importing MENA economies : a tale from the financial crisis
Bouri, Elie
- In:
Energy economics
51
(
2015
),
pp. 590-598
Persistent link: https://www.econbiz.de/10011565043
Saved in:
7
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
Saved in:
8
Financial deregulation and operational risks of energy enterprise : the shock of liberalization of bank lending rate in China
Si, Dengkui
;
Li, Xiao-Lin
;
Huang, Shoujun
- In:
Energy economics
93
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012631336
Saved in:
9
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
Saved in:
10
Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Nekhili, Ramzi
;
Bouri, Elie
- In:
Energy economics
119
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014285019
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