Research on the risk measurement of EU carbon market based on VaR-GARCH models

2014 ◽  
Author(s):  
Xiaohui Hai ◽  
Baochen Yang
Keyword(s):  
Carbon Market ◽  
Risk Measurement ◽  
Garch Models

A new risk measurement method for China's carbon market

2020 ◽  
Author(s):  
Xianzi Yang ◽  
Chen Zhang ◽  
Yu Yang ◽  
Wenjun Wang ◽  
Zulfiqar Ali Wagan
Keyword(s):  
Measurement Method ◽  
Carbon Market ◽  
Risk Measurement

DCC-Garch Models Using Islamic Market and European Market Indices

2017 ◽  
Vol 04 ◽  
pp. 01-20
Author(s):  
Sabbah Gueddoudj ◽  
Keyword(s):  
European Market ◽  
Garch Models

Risk Measurement: Five Applications

1973 ◽  
Vol 29 (4) ◽  
pp. 81-87 ◽  
Author(s):  
Richard A. Crowell
Keyword(s):  
Risk Measurement

Extended saddlepoint methods for credit risk measurement

2016 ◽  
pp. 1-37
Author(s):  
Rubén García-Céspedes ◽  
Manuel Moreno
Keyword(s):  
Credit Risk ◽  
Risk Measurement ◽  
Credit Risk Measurement
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