Fat Tails due to Variable Renewables and Insufficient Flexibility: Evidence from Germany

The Energy Journal ◽

10.5547/01956574.43.5.rhui ◽

2022 ◽

Vol 43 (01) ◽

Author(s):

Ronald Huisman ◽

Evangelos Kyritsis ◽

Cristian Stet

Keyword(s):

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“The Impact of Skewness and Fat Tails on the Asset Allocation Decision”: A Comment

Financial Analysts Journal ◽

10.2469/faj.v68.n3.9 ◽

2012 ◽

Vol 68 (3) ◽

pp. 10-10 ◽

Author(s):

Steven P. Greiner

Keyword(s):

Asset Allocation ◽

Fat Tails ◽

Allocation Decision ◽

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Value-at-risk analysis for energy commodities: long-range dependencies and fat-tails in return innovations

The Journal of Energy Markets ◽

10.21314/jem.2008.004 ◽

2008 ◽

Vol 1 (1) ◽

pp. 31-63 ◽

Author(s):

Chaker Aloui

Keyword(s):

At Risk ◽

Risk Analysis ◽

Value At Risk ◽

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Fat Tails and Slumping Shoulders: Kurtosis and the Market Microstructure of Daily Stock Returns

SSRN Electronic Journal ◽

10.2139/ssrn.1364860 ◽

2009 ◽

Author(s):

Suman Banerjee ◽

David A. Lesmond ◽

Thomas H. Noe

Keyword(s):

Stock Returns ◽

Market Microstructure ◽

Fat Tails ◽

Daily Stock Returns

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The Unholy Trinity: Fat Tails, Tail Dependence, and Micro-Correlations

SSRN Electronic Journal ◽

10.2139/ssrn.1505426 ◽

2009 ◽

Author(s):

Carolyn Kousky ◽

Roger M. Cooke

Keyword(s):

Tail Dependence ◽

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Bayesian Analysis of a Stochastic Volatility Model with Leverage Effect and Fat Tails

SSRN Electronic Journal ◽

10.2139/ssrn.275500 ◽

2001 ◽

Author(s):

Eric Jacquier ◽

Nick Polson ◽

Peter E. Rossi

Keyword(s):

Bayesian Analysis ◽

Stochastic Volatility ◽

Stochastic Volatility Model ◽

Leverage Effect ◽

Fat Tails ◽

Volatility Model

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Volatility Clustering, Fat Tails and Bitcoin Exchange Rate Returns

SSRN Electronic Journal ◽

10.2139/ssrn.3015077 ◽

2017 ◽

Author(s):

Ruiping Liu ◽

Zhichao Shao ◽

Guodong Wei

Keyword(s):

Exchange Rate ◽

Fat Tails ◽

Volatility Clustering

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Energy Price Jumps, Fat Tails and Climate Policy

SSRN Electronic Journal ◽

10.2139/ssrn.3661464 ◽

2020 ◽

Author(s):

Charles F. Mason ◽

Neil A. Wilmot

Keyword(s):

Climate Policy ◽

Energy Price ◽

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Fat tails and spurious estimation of consumption-based asset pricing models

Journal of Applied Econometrics ◽

10.1002/jae.2564 ◽

2017 ◽

Vol 32 (6) ◽

pp. 1156-1177 ◽

Author(s):

Alexis Akira Toda ◽

Kieran James Walsh

Keyword(s):

Asset Pricing ◽

Fat Tails ◽

Pricing Models ◽

Asset Pricing Models

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Modeling fat tails in stock returns: a multivariate stable-GARCH approach

Computational Statistics ◽

10.1007/s00180-011-0270-4 ◽

2011 ◽

Vol 27 (3) ◽

pp. 499-521 ◽

Author(s):

Matteo Bonato

Keyword(s):

Stock Returns ◽

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On Rational Bubbles and Fat Tails

SSRN Electronic Journal ◽

10.2139/ssrn.190253 ◽

2000 ◽

Author(s):

Thomas Lux ◽

Didier Sornette

Keyword(s):

Fat Tails ◽

Rational Bubbles

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