Results 201 to 210 of about 147,836 (219)
Some of the next articles are maybe not open access.

Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data

Energy, 2021
Rangan Gupta   +2 more
exaly  

Tail risk contagion between international financial markets during COVID-19 pandemic

International Review of Financial Analysis, 2021
Aihua Li
exaly  

Tail risk, systemic risk and spillover risk of crude oil and precious metals

Energy Economics, 2022
Sajid M. Chaudhry, Chonlakan Benjasak
exaly  

The world price of tail risk

Pacific-Basin Finance Journal, 2022
Kuan-Hui Lee
exaly  

Tail-risk spillovers in cryptocurrency markets

Finance Research Letters, 2021
Ziyang Zhang, Qiuhua Xu
exaly  

Equity tail risk and currency risk premiums

Journal of Financial Economics, 2022
Zhenzhen Fan
exaly  

Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective

Energy Economics, 2023
Xiong Xiong
exaly  

Stock market tail risk, tail risk premia, and return predictability

Journal of Futures Markets, 2021
Sun-Joong Yoon, Sangwon Suh
exaly  

Tail risk contagion across electricity markets in crisis periods

Energy Economics, 2023
Mohammad Abdullah   +2 more
exaly  

Gold and tail risks

Resources Policy, 2023
Idris A Adediran   +2 more
exaly  
value-at-risk
value at risk
tail risk
extreme value theory
expected shortfall
tail value-at-risk
conditional value-at-risk
optimal tail selection
garch-evt
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