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 0 1 5 23
Extreme value models in a conditional duration intensity framework 0 0 0 10 0 0 1 100
Modelling Extreme Risks in Commodities and Commodity Currencies 0 0 0 12 1 1 3 68
Multivariate dynamic intensity peaks-over-threshold models 0 0 1 30 1 3 7 57
Point process models for extreme returns: Harnessing implied volatility 0 0 0 21 2 5 6 47
Risk modeling with option-implied correlations and score-driven dynamics 0 1 2 15 2 5 11 26
Total Working Papers 0 1 3 92 6 15 33 321

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 2 2 3 49
A marked point process model for intraday financial returns: modeling extreme risk 0 0 1 23 3 4 10 69
A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models 0 0 1 1 0 0 1 5
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile 0 3 8 15 1 7 17 30
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach 1 1 2 5 4 6 13 20
Dynamics of Connectedness in Clean Energy Stocks 0 0 1 3 0 1 3 24
Energy risk management through self-exciting marked point process 0 0 0 19 1 1 3 108
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union 0 0 0 27 0 0 1 126
Forecasting extreme financial risk: A score-driven approach 0 0 1 11 0 4 9 49
Geographical spillovers on the relation between risk-taking and market power in the US banking sector 0 0 0 4 0 0 0 34
Market risk modeling with option-implied covariances and score-driven dynamics 0 0 2 3 0 2 8 14
Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model 0 0 1 32 2 5 9 136
Modeling extreme risks in commodities and commodity currencies 0 0 0 7 1 2 5 60
Modelling interregional links in electricity price spikes 0 0 3 20 2 3 8 89
Multivariate dynamic intensity peaks‐over‐threshold models 0 0 0 4 2 2 6 39
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach 0 0 0 6 2 2 4 33
Point process models for extreme returns: Harnessing implied volatility 0 0 0 5 1 2 8 57
Special Issue: Issues in Asia. Guest Editor: Laixun Zhao 0 0 0 6 0 1 3 36
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 2 5 6 144
Tail risk dynamics of banks with score-driven extreme value models 0 1 2 2 4 7 12 12
The modeling and forecasting of extreme events in electricity spot markets 0 0 1 21 0 1 4 71
Value at risk forecasts by extreme value models in a conditional duration framework 0 0 0 1 1 1 1 28
Total Journal Articles 1 5 23 251 28 58 134 1,233

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 0 0 4
Total Chapters 0 0 0 0 0 0 0 4

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Statistics updated 2025-12-06