//--> //--> //-->
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"
~person:"Bouri, Elie"
~person:"Cotter, John"
~person:"Walther, Thomas"
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
Risikomanagement
5
Risk management
5
Volatility
4
Volatilität
4
ARCH model
3
ARCH-Modell
3
Hedging
3
Risikomaß
3
Risk measure
3
Spillover effect
3
Spillover-Effekt
3
Börsenkurs
2
Energiemarkt
2
Energy
2
Energy market
2
Forecasting model
2
Oil price
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Risiko
2
Risk
2
Share price
2
Ölpreis
2
ARMAX
1
Agraraußenhandel
1
Agrarmarkt
1
Agrarpreis
1
Agricultural commodity
1
Agricultural market
1
Agricultural price
1
Aktienmarkt
1
Ankündigungseffekt
1
Announcement effect
1
Asymmetry
1
COVID-19 outbreak
1
Capital income
1
Capital market returns
1
Climate change
1
Co-skewness and co-kurtosis
1
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Bouri, Elie
Cotter, John
Walther, Thomas
Ji, Qiang
9
Fan, Ying
5
Hammoudeh, Shawkat
4
Liu, Bing-Yue
4
Shahzad, Syed Jawad Hussain
4
Chevallier, Julien
3
Ma, Feng
3
Ruiz, Carlos
3
Tiwari, Aviral Kumar
3
Alizadeh-Masoodian, Amir H.
2
Banerjee, Ameet Kumar
2
Baum, Christopher F.
2
Bertsch, Valentin
2
Chen, Liyuan
2
Choi, Bongseok
2
Dionne, Georges
2
Falbo, Paolo
2
He, Kaijian
2
Herrera, Rodrigo
2
Huang, Chih-Yueh
2
Ke, Rui
2
Kim, Seon Tae
2
Li, Xiao-Lin
2
Liao, Yin
2
Lyu, Yongjian
2
Mnasri, Mohamed
2
Naeem, Muhammad Abubakr
2
Nguyen, Duc Khuong
2
Peña Sánchez de Rivera, Juan Ignacio
2
Prokopczuk, Marcel
2
Russo, Marianna
2
Si, Dengkui
2
Trück, Stefan
2
Uddin, Mohammed Gazi Salah
2
Uniejewski, Bartosz
2
Wang, Yudong
2
Wen, Fenghua
2
more ...
less ...
Published in...
All
Energy economics
Working Papers / Geary Institute, University College Dublin
7
Finance research letters
4
Working papers on finance
4
Journal of international financial markets, institutions & money
2
QMS Research Paper
2
The European journal of finance
2
UCD Geary Institute discussion paper series
2
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
2
Defence and peace economics
1
Department of Economics working paper series
1
Energy Economics
1
Financial modeling and risk management of energy and environmental instruments and derivates
1
IRTG 1792 Discussion Paper
1
International journal of financial engineering and risk management
1
International review of financial analysis
1
Journal of Risk and Financial Management
1
Journal of agricultural economics
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of financial services research : JFSR
1
Journal of international money and finance
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Pacific Accounting Review
1
Pacific accounting review
1
Pacific-Basin finance journal
1
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of futures markets
1
Transformations in banking, finance and regulation
1
Transparency governance and markets
1
UCD Geary Institute for Public Policy discussion paper series
1
University of St.Gallen, School of Finance Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->