An analysis of East African tea crop prices using the MCMC approach to estimate volatility and forecast the in-sample value-at-risk

Comparing riskiness of exchange rate volatility using the Value at Risk and Expected Shortfall methods

This paper uses theValue at Risk (VaR) and the Expected Shortfall (ES) to compare the riskiness of t

The Nexus Between Exchange Rate Volatility and Nigerian Stock Prices: An Egarch Approach

The study examines the connection between exchange rate volatility and stock market performance in N

Teatime in Kruger: Tailoring the application of the Tea Bag Index approach to an African savanna

Attempts to obtain standardised decomposition data to determine potential drivers of carbon release

A Coupling of Extreme-Value Theory and Volatility Updating with Value-at-Risk Estimation in Emerging Markets: A South African Test

An approach to estimate the evapotranspiration over vegetative and bare field using NOAA/AVHRR data

International audience Evapotranspiration (ET) is continued process wherein moisture

Value At Risk, Minimum Capital Requirement And The Use Of Extreme Value Distributions: An Application To BRICS Markets

This paper uses closing prices of the BRICS (Brazil, Russia, India, China, and South Africa) financi