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R

Rodrigo Herrera

universidad de talca

14H指数
53论文数
609被引数
收录论文 15
发表时间
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Modeling tail risk spillovers in commodity markets: The dominant role of energy商品市场尾部风险溢出的建模：能源的主导作用
errJournal of Commodity Markets
IF4.5
err2026-08-17
err0
PREAI
errClaudio Candia; Rodrigo Herrera; Katarzyna Bień-Barkowska
err分享
err收藏
When to be discrete: The importance of time formulation in the modeling of extreme events in finance何时离散化：金融极端事件建模中时间公式的重要性
errInternational Journal of Forecasting
IF7.1
err2025-07-22
err0
PREAI
errKatarzyna Bień-Barkowska; Rodrigo Herrera
err分享
err收藏
Market risk modeling with option-implied covariances and score-driven dynamics
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2024-05-01
err0
PREAI
errHerrera, Rodrigo; Pina, Marco
err分享
err收藏
Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach
errJOURNAL OF COMMODITY MARKETS
IF4.5
err2023-12-01
err3
errOAAI
errGaete, Michael; Herrera, Rodrigo
err分享
err收藏
Forecasting extreme financial risk: A score-driven approach
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2023-04-01
err5
PREAI
errFuentes, Fernanda; Herrera, Rodrigo; Clements, Adam
err分享
err收藏
Geographical spillovers on the relation between risk-taking and market power in the US banking sector
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2019-01-01
err3
PREAI
errPino, Gabriel; Herrera, Rodrigo; Rodriguez, Alejandro
err分享
err收藏
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2018-11-01
err2
errOAAI
errHerrera, Rodrigo; Gonzalez, Sergio; Clements, Adam
err分享
err收藏
A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2018-10-01
err50
errOAAI
errMoisan, Stella; Herrera, Rodrigo; Clements, Adam
err分享
err收藏
Point process models for extreme returns: Harnessing implied volatility
errJOURNAL OF BANKING & FINANCE
IF3.8
err2018-03-01
err28
errOAAI
errHerrera, R.; Clements, A. E.
err分享
err收藏
Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model
errENERGY ECONOMICS
IF14.2
err2017-03-01
err25
PREAI
errHerrera, Rodrigo; Rodriguez, Alejandro; Pino, Gabriel
err分享
err收藏
Modelling interregional links in electricity price spikes
errENERGY ECONOMICS
IF14.2
err2015-09-01
err42
PREAI
errClements, A. E.; Herrera, R.; Hurn, A. S.
err分享
err收藏
Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2014-07-01
err16
PREAI
errHerrera, Rodrigo; Schipp, Bernhard
err分享
err收藏
The modeling and forecasting of extreme events in electricity spot markets
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2014-07-01
err22
PREAI
errHerrera, Rodrigo; Gonzalez, Nicolas
err分享
err收藏
Energy risk management through self-exciting marked point process
errENERGY ECONOMICS
IF14.2
err2013-07-01
err16
PREAI
errHerrera, Rodrigo
err分享
err收藏
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
errJOURNAL OF BANKING & FINANCE
IF3.8
err2011-11-01
err5
PREAI
errHerrera, R.; Eichler, S.
err分享
err收藏

研究方向

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合作学者
合作期刊
S
Stan Hurn
H 指数: 27 · 论文数: 210
A
Adam Clements
H 指数: 21 · 论文数: 155
S
Stefan Eichler
H 指数: 17 · 论文数: 87
B
Bernhard Schipp
H 指数: 11 · 论文数: 26
G
Gabriel Pino
H 指数: 10 · 论文数: 55
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