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~isPartOf:"International journal of forecasting"
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Risikomaß
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Risk measure
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51
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International journal of forecasting
Insurance / Mathematics & economics
220
Journal of banking & finance
185
European journal of operational research : EJOR
137
Journal of risk
123
Finance research letters
116
Risks : open access journal
110
Energy economics
77
International review of financial analysis
74
Economic modelling
72
The North American journal of economics and finance : a journal of financial economics studies
68
The journal of risk model validation
67
Discussion paper / Tinbergen Institute
64
International journal of production research
62
Quantitative finance
60
Journal of empirical finance
55
Applied economics
53
Journal of risk and financial management : JRFM
52
International journal of theoretical and applied finance
51
Computational economics
48
Journal of risk management in financial institutions
47
The journal of operational risk
47
Journal of forecasting
43
International review of economics & finance : IREF
41
Journal of econometrics
41
The European journal of finance
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Computers & operations research : and their applications to problems of world concern ; an international journal
39
Journal of economic dynamics & control
38
Research in international business and finance
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Research paper series / Swiss Finance Institute
36
Finance and stochastics
34
SFB 649 discussion paper
34
International journal of production economics
33
Applied economics letters
32
Journal of international financial markets, institutions & money
32
Scandinavian actuarial journal
32
Working papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
31
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ECONIS (ZBW)
61
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1
Rethinking weather station selection for electric load forecasting using genetic algorithms
Moreno-Carbonell, Santiago
;
Sánchez-Úbeda, Eugenio F.
; …
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 695-712
Persistent link: https://www.econbiz.de/10012415337
Saved in:
2
A data-driven approach to forecasting ground-level ozone concentration
Marvin, Dario
;
Nespoli, Lorenzo
;
Strepparava, Davide
; …
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 970-987
Persistent link: https://www.econbiz.de/10013349626
Saved in:
3
Forecasting extreme financial risk : a score-driven approach
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 720-735
Persistent link: https://www.econbiz.de/10014465107
Saved in:
4
Using extreme value theory to measure value-at-risk for daily electricity spot prices
Kam Fong Chan
;
Gray, Philip K.
- In:
International journal of forecasting
22
(
2006
)
2
,
pp. 283-300
Persistent link: https://www.econbiz.de/10003315660
Saved in:
5
On forecasting daily stock volatility : the role of intraday information and market conditions
Fuertes, Ana María
;
Izzeldin, Marwan
;
Kalotychou, Elena
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 259-281
Persistent link: https://www.econbiz.de/10003870053
Saved in:
6
The information content of the Bond-Equity Yield Ratio : better than a random walk?
Giot, Pierre
;
Petitjean, Mikael
- In:
International journal of forecasting
23
(
2007
)
2
,
pp. 289-305
Persistent link: https://www.econbiz.de/10003483819
Saved in:
7
Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling
Hoogerheide, Lennart
;
Dijk, Herman K. van
- In:
International journal of forecasting
26
(
2010
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10003980297
Saved in:
8
Evaluating the accuracy of value-at-risk forecasts : new multilevel tests
Leccadito, Arturo
;
Boffelli, Simona
;
Urga, Giovanni
- In:
International journal of forecasting
30
(
2014
)
2
,
pp. 206-216
Persistent link: https://www.econbiz.de/10010510949
Saved in:
9
The modeling and forecasting of extreme events in electricity spot markets
Herrera, Rodrigo
;
González, Nicolás
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 477-490
Persistent link: https://www.econbiz.de/10010511552
Saved in:
10
Forecasting systemic impact in financial networks
Hautsch, Nikolaus
;
Schaumburg, Julia
;
Schienle, Melanie
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 781-794
Persistent link: https://www.econbiz.de/10010515583
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