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Modeling time-varying dependencies between positive-valued high-frequency time series

Hautsch, Nikolaus; Okhrin, Ostap; Ristig, Alexander - 2012

, realized volatilities and trading volumes. The parametric estimation of the corresponding multivariate model, the so … distribution functions on Rd + defined via a copula. Maximum likelihood estimation is based on the assumption of constant copula … identified intervals of homogenous dependence. This paper summarizes the important aspects of (V)MEM, its estimation and a …

Persistent link: https://www.econbiz.de/10010318757

Financial network systemic risk contributions

Hautsch, Nikolaus; Schaumburg, Julia; Schienle, Melanie - 2012

We propose the realized systemic risk beta as a measure for financial companies' contribution to systemic risk given network interdependence between firms' tail risk exposures. Conditional on statistically pre-identified network spillover effects and market and balance sheet information, we...

Persistent link: https://www.econbiz.de/10010318787

Die aufkommende Geopolitik von Carbon Capture & Storage (CCS) in Asien : transregionale Verbindungen und Implikationen für Deutschland und Europa

Ansari, Dawud; Gehrung, Rosa Melissa; Pepe, Jacopo Maria - Stiftung Wissenschaft und Politik - 2024

Derzeit verschärft sich der Wettbewerb um die CO2-Abscheidung und ‑Speicherung sowie ‑Nutzung (CCS/CCU). Bislang (noch) von Nordamerika dominiert, sind es nun insbesondere Akteure im Großraum Asien - von Saudi-Arabien bis Japan -, die diese Technologien vorantreiben. In deren sich...

Persistent link: https://www.econbiz.de/10015051557

Ukraine's international legion and its volunteers

Greenwood, Maja Touzari Janesdatter - 2024

The Russian war on Ukraine brought many surprises, one of which was the establishment of the International Legion for Defence of Ukraine. Thousands of international volunteers from numerous countries including Denmark flocked to join the legion - some veterans from their national armies, some...

Persistent link: https://www.econbiz.de/10015070501