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 7 19
Extreme value models in a conditional duration intensity framework 0 0 0 10 0 0 1 99
Modelling Extreme Risks in Commodities and Commodity Currencies 0 0 0 12 1 1 2 66
Multivariate dynamic intensity peaks-over-threshold models 1 1 1 30 2 2 3 52
Point process models for extreme returns: Harnessing implied volatility 0 0 0 21 0 0 0 41
Risk modeling with option-implied correlations and score-driven dynamics 0 0 0 13 1 1 1 16
Total Working Papers 1 1 1 90 4 5 14 293

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 1 6 0 0 2 46
A marked point process model for intraday financial returns: modeling extreme risk 0 0 3 22 1 1 6 60
A non-parametric statistic for testing conditional heteroscedasticity for unobserved component models 0 1 1 1 0 1 1 5
An empirical review of dynamic extreme value models for forecasting value at risk, expected shortfall and expectile 1 2 9 9 1 3 16 16
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach 0 0 3 3 0 2 9 9
Dynamics of Connectedness in Clean Energy Stocks 0 0 0 2 0 0 1 21
Energy risk management through self-exciting marked point process 0 0 1 19 0 1 3 106
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union 0 0 0 27 0 1 1 126
Forecasting extreme financial risk: A score-driven approach 0 1 3 11 1 2 10 42
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 1 1 0 1 7 7
Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model 0 0 1 31 1 1 5 128
Modeling extreme risks in commodities and commodity currencies 0 0 1 7 0 0 3 55
Modelling interregional links in electricity price spikes 0 1 2 18 0 1 2 82
Multivariate dynamic intensity peaks‐over‐threshold models 0 0 0 4 0 1 1 34
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach 0 0 0 6 0 0 0 29
Point process models for extreme returns: Harnessing implied volatility 0 0 0 5 0 2 5 51
Special Issue: Issues in Asia. Guest Editor: Laixun Zhao 0 0 0 6 0 0 0 33
Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market 0 0 1 30 0 0 2 138
The modeling and forecasting of extreme events in electricity spot markets 0 0 0 20 0 0 2 67
Value at risk forecasts by extreme value models in a conditional duration framework 0 0 0 1 0 0 4 27
Total Journal Articles 1 5 27 233 4 17 80 1,116

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 2025-03-03