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Sovereign bond-backed securities : a VAR-for-VaR and Marginal Expected Shortfall assessment
Sola Perea, Maite de; Dunne, Peter G.; Puhl, Martin; … - 2018
Persistent link: https://www.econbiz.de/10012182320
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Sovereign bond-backed securities : a VAR-for-VaR and marginal expected shortfall assessment
Sola Perea, Maite de; Dunne, Peter G.; Puhl, Martin; … - In: Journal of empirical finance 53 (2019), pp. 33-52
Persistent link: https://www.econbiz.de/10012171680
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Financial modelling, risk management of energy instruments and the role of cryptocurrencies
Toan Luu Duc Huynh; Shahbaz, Muhammad; Nasir, Muhammad Ali - In: Financial modeling and risk management of energy and …, (pp. 47-75). 2022
Persistent link: https://www.econbiz.de/10013349915
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Risk management in the energy markets and Value-at-Risk modelling : a hybrid approach
Andriosopoulos, Kostas; Nomikos, Nikos K. - In: The European journal of finance 21 (2015) 7/9, pp. 548-574
Persistent link: https://www.econbiz.de/10011301233
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From cryptos to consciousness : dynamics of return and volatility spillover between green cryptocurrencies and G7 markets
Ali, Shoaib; Naveed, Muhammad; Yousaf, Imran; Khattak, … - In: Finance research letters 60 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014490395
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Green finance under stress : unraveling the spillover effects of tail risk
Naeem, Muhammad Abubakr; Ashraf, Sania; Sitara Karim; … - In: International review of economics & finance : IREF 93 (2024) 1, pp. 225-236
Persistent link: https://www.econbiz.de/10014535343
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Tail risk connectedness in the refined petroleum market : a first look at the impact of the COVID-19 pandemic
Chatziantoniou, Ioannis; Gabauer, David; Perez de … - In: Energy economics 111 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013350088
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Dynamic links between renewable energy, commodities, and financial stock markets : implications for portfolio diversification
Mroua, Mourad; Bouattour, Hejer; Naifar, Nader - In: International journal of financial engineering 9 (2022) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10013188803
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Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine
Patel, Ritesh Jayantibhai; Kumar, Sanjeev; Bouri, Elie; … - In: International review of economics & finance : IREF 87 (2023), pp. 143-162
Persistent link: https://www.econbiz.de/10014471815
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Tail risk spillovers among Chinese stock market sectors
Ouyang, Minhua; Xiao, Hailian - In: Finance research letters 62 (2024) 2, pp. 1-9
Persistent link: https://www.econbiz.de/10014531159