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Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

Hog producers' risk management attitudes and desire for additional risk management education

Patrick, George Frederick; Peiter, Amy J.; Knight, Thomas O. - In: Journal of agricultural and applied economics 39 (2007) 3, pp. 671-687

Persistent link: https://www.econbiz.de/10003676852

Evaluating an EGARCH model with fat tails, skewness and leverage in forecasting VaR

Benito Muela, Sonia - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 67-80

Persistent link: https://www.econbiz.de/10011392904

The role of models in economics and risk management

Rowe, David M. - In: Journal of risk management in financial institutions 7 (2014) 2, pp. 103-109

Persistent link: https://www.econbiz.de/10010359522

Accuracy in risk estimation based on simple SMA and EWNA models : evidence from Macedonain Stock Market

Angelovska, Julijana; Ivanovski, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 1, pp. 17-27

Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of … pricing of stocks and better risk management. The aim of this research is to test applicability of simple models like Simple … Moving Average (SMA) and Exponentially Weighted Moving Average (EWMA) to estimate risk. The performance of SMA and EWMA with …

Persistent link: https://www.econbiz.de/10011901688

One-day-ahead forecast of state of turbulence based on today's economic situation

Chlebus, Marcin - In: Equilibrium : quarterly journal of economics and … 13 (2018) 3, pp. 357-389

Persistent link: https://www.econbiz.de/10012231957

The role of trading volume in forecasting market risk

Slim, Skander - In: Inventi impact: international trade (2016) 3, pp. 169-181

Persistent link: https://www.econbiz.de/10011567980

Financial volatility modeling with option-implied information and important macro-factors

Yfanti, Stavroula; Karanasos, Menelaos - In: Journal of the Operational Research Society 73 (2022) 9, pp. 2129-2149

Persistent link: https://www.econbiz.de/10013532426

Predicting the unpredictable : value-at-risk, performativity, and the politics of financial uncertainty

Lockwood, Erin - In: Review of international political economy : RIPE 22 (2015) 4, pp. 719-756

Persistent link: https://www.econbiz.de/10011372868

Epistemological foundations for the assessment of risks in banking and finance

Vuillemey, Guillaume - In: The journal of economic methodology 21 (2014) 2, pp. 125-138

Persistent link: https://www.econbiz.de/10010485920