//--> //--> //--> //-->
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
~type_genre:"Aufsatz in Zeitschrift"
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
Energy risk management through...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
11
Theory
11
Risikomaß
9
Risk measure
9
Ausreißer
8
Outliers
8
Börsenkurs
6
Forecasting model
6
Prognoseverfahren
6
Share price
6
Volatility
6
Volatilität
6
Estimation
5
Extreme value theory
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Value at risk
4
ARCH model
3
ARCH-Modell
3
Chile
3
Deutschland
3
Germany
3
Hawkes process
3
Peaks over threshold
3
Armut
2
Autocorrelation
2
Autokorrelation
2
Autoregressive conditional duration
2
Commodity market
2
Commodity markets
2
Commodity price
2
Exchange rate
2
Financial market
2
Finanzmarkt
2
Forecasting
2
Point process
2
Portfolio selection
2
Portfolio-Management
2
Poverty
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
18
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
18
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Aufsatz im Buch
2
Book section
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
16
Spanish
2
Author
All
Herrera, Rodrigo
18
Clements, Adam
7
Fuentes, Fernanda
2
Pino, Gabriel
2
Rodriguez, Alejandro
2
Contreras Guajardo, Dante
1
Eichler, Stefan
1
Gaete, Michael
1
González, Nicolás
1
González, Sergio
1
Hurn, Stan
1
Karmann, Alexander
1
Larrañaga, Osvaldo
1
Moisan, Stella
1
Piña, Marco
1
Schipp, Bernhard
1
more ...
less ...
Published in...
All
Energy economics
3
International journal of forecasting
3
Journal of banking & finance
2
The North American journal of economics and finance : a journal of financial economics studies
2
El trimestre económico
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios públicos
1
Journal of commodity markets
1
Journal of empirical finance
1
Pacific-Basin finance journal
1
Review of development economics
1
The North American journal of economics and finance : a journal of theory and practice
1
more ...
less ...
Source
All
ECONIS (ZBW)
18
Showing
1
-
10
of
18
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Energy risk management through self-exciting marked point process
Herrera, Rodrigo
- In:
Energy economics
38
(
2013
),
pp. 64-76
Persistent link: https://www.econbiz.de/10009763643
Saved in:
2
Mutual excitation between OECD stock and oil markets : a conditional intensity extreme value approach
Herrera, Rodrigo
;
González, Sergio
;
Clements, Adam
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 70-88
Persistent link: https://www.econbiz.de/10012036606
Saved in:
3
Modeling extreme risks in commodities and commodity currencies
Fuentes, Fernanda
;
Herrera, Rodrigo
;
Clements, Adam
- In:
Pacific-Basin finance journal
51
(
2018
),
pp. 108-120
Persistent link: https://www.econbiz.de/10012035118
Saved in:
4
A dynamic multiple equation approach for forecasting PM 2.5 pollution in Santiago, Chile
Moisan, Stella
;
Herrera, Rodrigo
;
Clements, Adam
- In:
International journal of forecasting
34
(
2018
)
4
,
pp. 566-581
Persistent link: https://www.econbiz.de/10012031041
Saved in:
5
Modelling interregional links in electricity price spikes
Clements, Adam
;
Herrera, Rodrigo
;
Hurn, Stan
- In:
Energy economics
51
(
2015
),
pp. 383-393
Persistent link: https://www.econbiz.de/10011564890
Saved in:
6
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:
7
Volatility contagion in the Asian crisis : new evidence of volatility tail dependence
Karmann, Alexander
;
Herrera, Rodrigo
- In:
Review of development economics
18
(
2014
)
2
,
pp. 354-371
Persistent link: https://www.econbiz.de/10010503634
Saved in:
8
A marked point process model for intraday financial returns : modeling extreme risk
Herrera, Rodrigo
;
Clements, Adam
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
4
,
pp. 1575-1601
Persistent link: https://www.econbiz.de/10012219662
Saved in:
9
Modeling and forecasting extreme commodity prices : a Markov-Switching based extreme value model
Herrera, Rodrigo
;
Rodriguez, Alejandro
;
Pino, Gabriel
- In:
Energy economics
63
(
2017
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011757876
Saved in:
10
Point process models for extreme returns : harnessing implied volatility
Herrera, Rodrigo
;
Clements, Adam
- In:
Journal of banking & finance
88
(
2018
),
pp. 161-175
Persistent link: https://www.econbiz.de/10011962603
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->