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Risk management in electricity markets
Basterfield, David; Bundt, Thomas P.; Nordt, Kevin - In: Managerial finance 36 (2010) 6, pp. 525-533
Persistent link: https://www.econbiz.de/10003990896
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Evaluating value-at-risk models before and after the financial crisis of 2008 : international evidence
Degiannakis, Stavros; Floros, Christos; Livada, Alexandra - In: Managerial finance 38 (2012) 4, pp. 436-452
Persistent link: https://www.econbiz.de/10009530921
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An analysis of global credit risk spreads during crises
Morgan, Irvin W.; Murtagh, James P. - In: Managerial finance 38 (2012) 3, pp. 341-358
Persistent link: https://www.econbiz.de/10009530966
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Downside risk analysis of returns on the Karachi Stock Exchange
Rashid, Abdul; Hamid, Faiza - In: Managerial finance 41 (2015) 9, pp. 940-957
Persistent link: https://www.econbiz.de/10011337156
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Extreme loss risk in financial turbulence : evicence from the global financial crisis
Uppal, Jamshed Y.; Mangla, Inayat Ullah - In: Managerial finance 39 (2013) 7, pp. 653-666
Persistent link: https://www.econbiz.de/10009760751
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VaR and time-varying volatility : a comparative study of three international portfolios
Obi, Pat; Sil, Shomir - In: Managerial finance 39 (2013) 7, pp. 625-640
Persistent link: https://www.econbiz.de/10009760762
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Risk management of risk under the Basel Accord : forecasting value-at-risk of VIX futures
Chang, Chia-Lin; Jiménez-Martin, Juan-Ángel; McAleer, … - In: Managerial finance 37 (2011) 11, pp. 1088-1106
Persistent link: https://www.econbiz.de/10009388872
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Coherent risk measure for derivatives under black-scholes economy with regime switching
Hao, Fangcheng; Yang, Hailiang - In: Managerial finance 37 (2011) 11, pp. 1011-1024
Persistent link: https://www.econbiz.de/10009388902