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Research on the risk measurement of EU carbon market based on VaR-GARCH models
Advances in Services Science and Services Information Technology
◽
10.2495/sssit131702
◽
2014
◽
Author(s):
Xiaohui Hai
◽
Baochen Yang
Keyword(s):
Carbon Market
◽
Risk Measurement
◽
Garch Models
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Cited By
References
Research on the risk measurement of EU carbon market based on CVaR-GARCH
Modern Engineering Solutions for the Industry (Set)
◽
10.2495/mesi140801
◽
2014
◽
Cited By ~ 1
Author(s):
Xiaohui Hai
Keyword(s):
Carbon Market
◽
Risk Measurement
Download Full-text
From duration analysis to GARCH models – An approach to systematization of quantitative methods in risk measurement
Economics and Business Review
◽
10.18559/ebr.2016.3.2
◽
2016
◽
Vol 2 (16)
(3)
◽
pp. 7-19
Author(s):
Krzysztof Jajuga
Keyword(s):
Quantitative Methods
◽
Duration Analysis
◽
Risk Measurement
◽
Garch Models
Download Full-text
A new risk measurement method for China's carbon market
International Journal of Finance & Economics
◽
10.1002/ijfe.2214
◽
2020
◽
Author(s):
Xianzi Yang
◽
Chen Zhang
◽
Yu Yang
◽
Wenjun Wang
◽
Zulfiqar Ali Wagan
Keyword(s):
Measurement Method
◽
Carbon Market
◽
Risk Measurement
Download Full-text
Risk measurement of international carbon market based on multiple risk factors heterogeneous dependence
Finance Research Letters
◽
10.1016/j.frl.2018.12.031
◽
2020
◽
Vol 32
◽
pp. 101083
◽
Cited By ~ 2
Author(s):
Chen Zhang
◽
Yu Yang
◽
Po Yun
Keyword(s):
Risk Factors
◽
Carbon Market
◽
Risk Measurement
◽
Multiple Risk Factors
◽
Multiple Risk
Download Full-text
DCC-Garch Models Using Islamic Market and European Market Indices
Islamic Banking and Finance Review
◽
10.32350/ibfr.2017.04.01
◽
2017
◽
Vol 04
◽
pp. 01-20
Author(s):
Sabbah Gueddoudj
◽
Keyword(s):
European Market
◽
Garch Models
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Relative Awareness of United States and Saudi Arabian Business Managers with Respect to Carbon Market Issues
Journal of Applied Business and Economics
◽
10.33423/jabe.v22i3.2861
◽
2020
◽
Vol 22
(3)
◽
Keyword(s):
United States
◽
Saudi Arabian
◽
Carbon Market
◽
Business Managers
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Real Estate Risk Measurement: Comparing Commercial Property with Common Stocks
AIMR Conference Proceedings
◽
10.2469/cp.v1995.n3.9
◽
1995
◽
Vol 1995
(3)
◽
pp. 43-49, 58-60
Author(s):
David M. Geitner
Keyword(s):
Real Estate
◽
Risk Measurement
◽
Commercial Property
◽
Common Stocks
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Risk Measurement: Five Applications
Financial Analysts Journal
◽
10.2469/faj.v29.n4.81
◽
1973
◽
Vol 29
(4)
◽
pp. 81-87
◽
Cited By ~ 2
Author(s):
Richard A. Crowell
Keyword(s):
Risk Measurement
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Extended saddlepoint methods for credit risk measurement
The Journal of Computational Finance
◽
10.21314/jcf.2016.313
◽
2016
◽
pp. 1-37
Author(s):
Rubén García-Céspedes
◽
Manuel Moreno
Keyword(s):
Credit Risk
◽
Risk Measurement
◽
Credit Risk Measurement
Download Full-text
A systemic approach to operational risk measurement in financial institutions
The Journal of Operational Risk
◽
10.21314/jop.2007.035
◽
2007
◽
Vol 2
(4)
◽
pp. 27-68
◽
Cited By ~ 3
Author(s):
Anna-Maria Kessler
Keyword(s):
Financial Institutions
◽
Operational Risk
◽
Risk Measurement
◽
Systemic Approach
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