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Extreme weather events and high Colombian food prices : a non-stationary extreme value approach1
Melo-Velandia, Luis Fernando; Orozco-Vanegas, Camilo Andrés - In: Agricultural economics : the journal of the … 53 (2022), pp. 21-40
Persistent link: https://www.econbiz.de/10014288041
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Hedging effectiveness under conditions of asymmetry
Cotter, John; Hanly, Jim - In: The European journal of finance 18 (2012) 1/2, pp. 135-147
Persistent link: https://www.econbiz.de/10009565247
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Risks from investing in open-ended mutual funds : impact of net asset value
Zebrowska-Suchodolska, Dorota - In: Montenegrin journal of economics 19 (2023) 4, pp. 19-29
Persistent link: https://www.econbiz.de/10014427890
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Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze; Chen, Xizhuo; Gong, Jincheng; Lin, Xiao; … - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
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Remarks on a copula-based conditional value at risk for the portfolio problem
Molina Barreto, Andres Mauricio; Ishimura, Naoyuki - In: Intelligent systems in accounting, finance & management 30 (2023) 3, pp. 150-170
Persistent link: https://www.econbiz.de/10014375330
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Oil and foreign exchange market tail dependence and risk spillovers for MENA, emerging and developed countries: VMD decomposition based copulas
Mensi, Walid; Hammoudeh, Shawkat; Shahzad, Syed Jawad … - In: Energy economics 67 (2017), pp. 476-495
Persistent link: https://www.econbiz.de/10011897955
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The case of "less is more" : modelling risk-preference with expected downside risk
Ormos, Mihály; Timotity, Dusán - In: The B.E. journal of theoretical economics 17 (2017) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10011709696
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GJR-Copula-CVaR model for portfolio optimization : evidence for emerging stock markets
Nikusokhan, Moien - In: Iranian economic review : journal of University of Tehran 22 (2018) 4, pp. 990-1015
Persistent link: https://www.econbiz.de/10012152394
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Tail-dependence in stock-return pairs
Fortin, Ines; Kuzmics, Christoph - 2002
Persistent link: https://www.econbiz.de/10001736255
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Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.; Lin, Edward M. H.; Huang, Tara F. J. - In: Journal of forecasting 41 (2022) 7, pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697