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Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Syuhada, Khreshna; Hakim, Arief; Suprijanto, Djoko - In: Energy economics 129 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10014558988
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The low-carbon transition, climate commitments and firm credit risk
Carbone, Sante; Giuzio, Margherita; Kapadia, Sujit; … - 2021
dataset which augments data on firms' green-house gas emissions over time with information on climate disclosure practices and …
Persistent link: https://www.econbiz.de/10012745324
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The low-carbon transition, climate commitments and firm credit risk
Carbone, Sante; Giuzio, Margherita; Kapadia, Sujit; … - 2022
, including climate disclosure practices and forward-looking emission reduction targets. It assesses how such metrics influence …
Persistent link: https://www.econbiz.de/10012816253
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Disentangling crashes from tail events
Aboura, Sofiane - In: International journal of finance & economics : IJFE 20 (2015) 3, pp. 206-219
Persistent link: https://www.econbiz.de/10011348417
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Commodity value-at-risk modeling : comparing riskmetrics, historic simulation and quantile regression
Steen, Marie; Westgaard, Sjur; Gjølberg, Ole - In: The journal of risk model validation 9 (2015) 2, pp. 49-78
Persistent link: https://www.econbiz.de/10011326305
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Volatility modeling and dependence structure of ESG and conventional investments
Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25
financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of …, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail …
Persistent link: https://www.econbiz.de/10012805838
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Absicherung von Preis- und Wechselkursrisiken in volatilen Märkten : am Beispiel der Halbleiterindustrie
Ulukut, Cem - 2008
Persistent link: https://www.econbiz.de/10003697289
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Bitcoin, gold and the dollar : a GARCH volatility analysis
Dyhrberg, Anne Haubo - 2015
This paper sets out to explore the hedging capabilities of bitcoin by applying the asymmetric GARCH methodology used in investigation of gold. The results show that bitcoin can clearly be used as a hedge against stocks in the Financial Times Stock Exchange Index. Additionally bitcoin can be used...
Persistent link: https://www.econbiz.de/10011347560
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Exploring the resilience of crude oil market via nonlinear dynamics and wavelet-based analysis : an international experience
Fianu, Emmanuel Senyo - In: International journal of decision sciences, risk and … 7 (2017) 4, pp. 255-280
Persistent link: https://www.econbiz.de/10011976896
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Policy volatility and the propensity of policies to fail : dealing with uncertainty, maliciousness and compliance in public policy-making
Howlett, Michael; Leong, Ching - In: International journal of public policy : IJPP 16 (2022) 5/6, pp. 236-252
Persistent link: https://www.econbiz.de/10014228041