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1.       1  .A Portfolio Index GARCH model

2.      2  Comparison of historically simulated VaR: Evidence from oil prices

3          3 Estimating ‘Value at Risk’ of crude oil price and its spillover effect using the GED-GARCH approach
4          4 Value-at-risk estimations of energy commodities via long-memory, asymmetry and fat-tailed GARCH models
5          5 Volatility of stock price as predicted by patent data: An MGARCH perspective
6          6 MaxVaR with non-Gaussian distributed returns
7          7 Conditional VaR using EVT – Towards a planned margin scheme
8          8 The performance of composite forecast models of value-at-risk in the energy market
9          9 Applying VaR to REITs: A comparison of alternative methods
10      10  Interpreting Value at Risk (VaR) forecasts
11      11 Risk management in a competitive electricity market
12       12  An economic capital model integrating credit and interest rate risk in the banking book
13      13  Strategic evaluation of bilateral contract for electricity retailer in restructured power market
14      14  On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee–Carter modelling
15      15 The dynamics of the volatility skew: A Kalman filter approach

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