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DOI
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Journal
Affiliation
ISSN
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Tail Quantile Estimation of Heteroskedastic Intraday Increases in Peak Electricity Demand
(Articles)
Caston Sigauke
,
Andréhette Verster
,
Delson Chikobvu
Open Journal of Statistics
Vol.2 No.4
,October 31, 2012
DOI:
10.4236/ojs.2012.24054
2,915
Downloads
4,924
Views
Citations
Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management
(Articles)
Travis R. A. Sapp
Journal of Mathematical Finance
Vol.6 No.4
,November 9, 2016
DOI:
10.4236/jmf.2016.64046
1,502
Downloads
2,698
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Value-at-Risk Based on Time-Varying Risk Tolerance Level
(Articles)
Debasish Majumder
Theoretical Economics Letters
Vol.8 No.1
,January 29, 2018
DOI:
10.4236/tel.2018.81007
788
Downloads
1,675
Views
Citations
This article belongs to the Special Issue on
Financial Economics
New Class of Distortion Risk Measures and Their Tail Asymptotics with Emphasis on VaR
(Articles)
Chuancun Yin
,
Dan Zhu
Journal of Financial Risk Management
Vol.7 No.1
,March 6, 2018
DOI:
10.4236/jfrm.2018.71002
1,360
Downloads
2,229
Views
Citations
Modeling Bank of Kigali Stock Risks in Rwanda Stock Exchange Using Extreme Value Distribution
(Articles)
Katu Daniel Edem
,
Marcel Ndengo
Journal of Financial Risk Management
Vol.10 No.3
,August 3, 2021
DOI:
10.4236/jfrm.2021.103013
213
Downloads
973
Views
Citations
Using Extreme Value Theory Approaches to Estimate High Quantiles for Stroke Data
(Articles)
Justin Ushize Rutikanga
,
Aliou Diop
,
Charline Uwilingiyimana
Open Journal of Statistics
Vol.14 No.1
,February 29, 2024
DOI:
10.4236/ojs.2024.141007
57
Downloads
147
Views
Citations
Optimal Threshold Determination for the Maximum Product of Spacing Methodology with Ties for Extreme Events
(Articles)
Peter Murage
,
Joseph Mung’atu
,
Everlyne Odero
Open Journal of Modelling and Simulation
Vol.7 No.3
,June 4, 2019
DOI:
10.4236/ojmsi.2019.73008
664
Downloads
1,537
Views
Citations
Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates
(Articles)
Cyprian O. Omari
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.7 No.4
,November 2, 2017
DOI:
10.4236/jmf.2017.74045
1,397
Downloads
4,885
Views
Citations
Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model
(Articles)
Samuel Y. M. Ze-To
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23025
7,389
Downloads
11,344
Views
Citations
Application of a Bayesian Network Complex System Model Examining the Importance of Customer-Industry Engagement to Peak Electricity Demand Reduction
(Articles)
Desley Vine
,
Laurie Buys
,
Jim Lewis
,
Peter Morris
Open Journal of Energy Efficiency
Vol.5 No.2
,May 31, 2016
DOI:
10.4236/ojee.2016.52004
1,944
Downloads
2,819
Views
Citations
Analyzing the Annual Maximum Magnitude of Earthquakes in Japan by Extreme Value Theory
(Articles)
Fumio Maruyama
Open Journal of Applied Sciences
Vol.10 No.12
,December 23, 2020
DOI:
10.4236/ojapps.2020.1012057
411
Downloads
1,386
Views
Citations
An Analysis of the Maximum Lifespan in the World and Japan
(Articles)
Fumio Maruyama
Journal of Biosciences and Medicines
Vol.10 No.4
,April 22, 2022
DOI:
10.4236/jbm.2022.104021
125
Downloads
556
Views
Citations
Modelling and Forecasting Unbiased Extreme Value Volatility Estimator: A Study Based on EUR/USD Exchange Rate
(Articles)
Dilip Kumar
Theoretical Economics Letters
Vol.8 No.9
,June 13, 2018
DOI:
10.4236/tel.2018.89102
796
Downloads
1,618
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
Analyzing Small Industrial and Commercial User Demand for Electricity
(Articles)
Keighton R. Allen
,
Thomas M. Fullerton
,
Jr.
Theoretical Economics Letters
Vol.8 No.14
,October 25, 2018
DOI:
10.4236/tel.2018.814193
722
Downloads
1,334
Views
Citations
The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies
(Articles)
Cyprian Omari
,
Anthony Ngunyi
Journal of Mathematical Finance
Vol.11 No.3
,August 5, 2021
DOI:
10.4236/jmf.2021.113025
251
Downloads
1,202
Views
Citations
Peak Electricity Demand Management and Energy Efficiency among Large Steel Manufacturing Firms in Nairobi Region, Kenya
(Articles)
Teresia Wanja Jackson
,
Peter Musau
,
Cyrus Wabuge Wekesa
Journal of Power and Energy Engineering
Vol.11 No.12
,December 29, 2023
DOI:
10.4236/jpee.2023.1112006
48
Downloads
191
Views
Citations
Catastrophe Risk Derivatives: A New Approach
(Articles)
Mehdi Bekralas Abdessalem
,
Masamitsu Ohnishi
Journal of Mathematical Finance
Vol.4 No.1
,January 21, 2014
DOI:
10.4236/jmf.2014.41003
4,299
Downloads
6,883
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
Measuring Black Swans in Financial Markets
(Articles)
J. T. Manhire
Journal of Mathematical Finance
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/jmf.2018.81016
1,067
Downloads
3,267
Views
Citations
This article belongs to the Special Issue on
Stock Valuation
Analysis of Japan and World Records in the 100 m Dash Using Extreme Value Theory
(Articles)
Fumio Maruyama
Journal of Applied Mathematics and Physics
Vol.9 No.7
,July 8, 2021
DOI:
10.4236/jamp.2021.97097
217
Downloads
789
Views
Citations
Analyzing of the ENSO Index Using Extreme Value Theory
(Articles)
Fumio Maruyama
Journal of Geoscience and Environment Protection
Vol.11 No.6
,June 28, 2023
DOI:
10.4236/gep.2023.116007
80
Downloads
317
Views
Citations
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