Juan-Angel Jimenez-Martin
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Person:2227442
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Measuring climate transition risk spillovers Review of Finance | 2024-10-30 | Paper |
| ESG risk exposure: a tale of two tails Quantitative Finance | 2024-08-26 | Paper |
| Currency hedging strategies using dynamic multivariate GARCH Mathematics and Computers in Simulation | 2021-02-15 | Paper |
| Risk management of risk under the Basel accord: a Bayesian approach to forecasting value-at-risk of VIX futures Mathematics and Computers in Simulation | 2021-02-15 | Paper |
| GFC-robust risk management under the Basel accord using extreme value methodologies Mathematics and Computers in Simulation | 2021-02-15 | Paper |
| A stochastic dominance approach to financial risk management strategies Journal of Econometrics | 2015-06-08 | Paper |
| A decision rule to minimize daily capital charges in forecasting value-at-risk Journal of Forecasting | 2011-01-06 | Paper |
Research outcomes over time
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