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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
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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
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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
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Quantifying risk in the electricity business : a RAROC-based approach
Prokopczuk, Marcel; Račev, Svetlozar T.; Schindlmayr, Gero - In: Energy economics 29 (2007) 5, pp. 1033-1049
Persistent link: https://www.econbiz.de/10003603307
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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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A dynamic network analysis of spot electricity prices in the Australian national electricity market
Yan, Guan; Trück, Stefan - In: Energy economics 92 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012519993
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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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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