Juan-Angel Jimenez-Martin

From MaRDI portal
Person:2227442

Available identifiers

zbMath Open jimenez-martin.juan-angelMaRDI QIDQ2227442

List of research outcomes





PublicationDate of PublicationType
Measuring climate transition risk spillovers2024-10-30Paper
ESG risk exposure: a tale of two tails2024-08-26Paper
Currency hedging strategies using dynamic multivariate GARCH2021-02-15Paper
Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures2021-02-15Paper
GFC-robust risk management under the Basel accord using extreme value methodologies2021-02-15Paper
A stochastic dominance approach to financial risk management strategies2015-06-08Paper
A decision rule to minimize daily capital charges in forecasting value-at-risk2011-01-06Paper

Research outcomes over time

This page was built for person: Juan-Angel Jimenez-Martin

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Person:2227442&oldid=11957446"
Powered by MediaWiki