Access Statistics for Rodrigo Herrera

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach 0 0 0 4 2 3 7 26
Extreme value models in a conditional duration intensity framework 0 0 0 10 1 5 6 105
Modelling Extreme Risks in Commodities and Commodity Currencies 0 0 0 12 0 5 7 73
Multivariate dynamic intensity peaks-over-threshold models 0 0 0 30 1 8 13 65
Point process models for extreme returns: Harnessing implied volatility 0 0 0 21 0 4 10 51
Risk modeling with option-implied correlations and score-driven dynamics 0 0 2 15 0 13 23 39
Total Working Papers 0 0 2 92 4 38 66 359

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile 0 0 0 6 3 4 7 53
A marked point process model for intraday financial returns: modeling extreme risk 0 0 1 23 1 5 14 74
A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models 0 0 0 1 1 4 4 9
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile 0 1 7 16 0 9 23 39
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach 0 0 2 5 3 6 17 26
Dynamics of Connectedness in Clean Energy Stocks 0 0 1 3 1 7 10 31
Energy risk management through self-exciting marked point process 0 0 0 19 0 4 6 112
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union 0 0 0 27 1 4 4 130
Forecasting extreme financial risk: A score-driven approach 0 0 0 11 1 3 10 52
Geographical spillovers on the relation between risk-taking and market power in the US banking sector 0 0 0 4 0 3 3 37
Market risk modeling with option-implied covariances and score-driven dynamics 0 0 2 3 1 6 13 20
Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model 0 0 1 32 1 9 17 145
Modeling extreme risks in commodities and commodity currencies 0 0 0 7 0 3 8 63
Modelling interregional links in electricity price spikes 0 0 2 20 1 5 12 94
Multivariate dynamic intensity peaks‐over‐threshold models 0 0 0 4 0 3 8 42
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach 0 0 0 6 1 3 7 36
Point process models for extreme returns: Harnessing implied volatility 0 1 1 6 1 6 12 63
Special Issue: Issues in Asia. Guest Editor: Laixun Zhao 0 0 0 6 0 3 6 39
Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market 0 0 0 30 1 6 12 150
Tail risk dynamics of banks with score-driven extreme value models 0 0 2 2 4 7 19 19
The modeling and forecasting of extreme events in electricity spot markets 0 0 1 21 0 6 10 77
Value at risk forecasts by extreme value models in a conditional duration framework 0 0 0 1 0 5 6 33
When to be discrete: The importance of time formulation in the modeling of extreme events in finance 1 1 1 1 2 8 8 8
Total Journal Articles 1 3 21 254 23 119 236 1,352

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Reliability Models for the Uncapacitated Facility Location Problem with User Preferences 0 0 0 0 0 1 1 5
Self-exciting Extreme Value Models for Stock Market Crashes 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 1 1 5

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04