Results 301 to 308 of about 141,342 (308)

Tail risk in energy portfolios

Energy Economics, 2014
Manuel Moreno, Juan Ignacio Pena
exaly  

Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures

Insurance: Mathematics and Economics, 2017
Jun Cai, Tiantian Mao
exaly  

Tail Risk Concerns Everywhere

Management Science, 2019
George P Gao, Xiaomeng Lu, Zhaogang Song   +2 more
exaly  

Tail Risk of Multivariate Regular Variation

Methodology and Computing in Applied Probability, 2010
Harry Joe, Haijun Li, Joe Harry
exaly  

Backtesting value-at-risk tail losses on a dynamic portfolio

The Journal of Risk Model Validation, 2014
Alasdair Graham, János Pál
openaire   +1 more source

Asymmetric tail risk spillover and co-movement between climate risk and the international energy market

Energy Economics
David Adeabah, Thu Phuong Pham
exaly  

Currency tail risk measurement and spillovers: An improved TENET approach

Finance Research Letters
Shi He, Huijuan Yu, Zihao Luo
exaly  

Tail Risk Dynamics in Stock Returns: Links to the Macroeconomy and Global Markets Connectedness

Management Science, 2017
exaly