Concepedia

Tail Risk Analysis

Tail Risk Analysis is a probabilistic risk assessment framework that quantifies the likelihood and potential impact of extreme, low-probability events in the context of climate extremes by focusing on the distributional tails of climate-related outcomes.

132

Publications

6.5K

Citations

290

Authors

255

Institutions

Publications per year

2017–2026

73

Parents

Publications

132

Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Alexander J. McNeil, Rüdiger Frey · Journal of Empirical Finance · 2000 · 1.7K citations

, , +16

Pricing Climate Change Exposure

Zacharias Sautner, Laurence van Lent, Grigory Vilkov et al. · Management Science · 2023 · 264 citations

, , +17

Divergence between individual perceptions and objective indicators of tail risks: Evidence from floodplain residents in New York City

W. J. Wouter Botzen, Howard Kunreuther, Erwann Michel‐Kerjan · Judgment and Decision Making · 2015 · 192 citations · Full text

, , +17

Crash sensitivity and the cross section of expected stock returns

Fousseni Chabi-Yo, Stefan Ruenzi, Florian Weigert · MADOC (University of Mannheim) · 2018 · 174 citations

, , +17

Likelihood-based scoring rules for comparing density forecasts in tails

Cees Diks, Valentyn Panchenko, Dick van Dijk · Journal of Econometrics · 2011 · 156 citations · Full text

, , +13

1–5 of 132

Authors

290

  1. RS
    Richard S.J. Tol

    Vrije Universiteit Amsterdam, Netherlands

    4 publications · 137 citations

    4

    h-index

  2. SR
    Stefan Ruenzi

    University of Mannheim, Germany

    3 publications · 234 citations

    3

    h-index

  3. ZS
    Zhaogang Song

    Johns Hopkins University, United States

    3 publications · 141 citations

    3

    h-index

  4. CK
    Carolyn Kousky

    Resources For The Future, United States

    3 publications · 69 citations

    3

    h-index

  5. IC
    In Chang Hwang

    Vrije Universiteit Amsterdam, Netherlands

    3 publications · 87 citations

    3

    h-index

1–5 of 290

Institutions

255

  1. Vrije Universiteit Amsterdam

    Amsterdam, The Netherlands

    6 h-index

    9 publications

    420 citations

  2. University of Waterloo

    Waterloo, Canada

    5 h-index

    6 publications

    195 citations

  3. University of Sussex

    Brighton, United Kingdom

    4 h-index

    4 publications

    137 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    4 h-index

    5 publications

    93 citations

  5. European Corporate Governance Institute

    Brussels, Belgium

    3 h-index

    3 publications

    75 citations

  6. Johns Hopkins University

    Baltimore, United States

    3 h-index

    3 publications

    141 citations

  7. Federal Reserve Bank of Richmond

    Richmond, United States

    3 h-index

    5 publications

    113 citations

  8. Centre de Recherche en Économie et Statistique

    Palaiseau, France

    3 h-index

    3 publications

    94 citations

1–8 of 255

Venues

  1. SSRN Electronic Journal

    Repository · 15 publications · 290 citations

    13

    h-index

  2. Energy Economics

    9 publications · 395 citations

    9

    h-index

  3. Resources Policy

    4 publications · 238 citations

    4

    h-index

  4. Journal of Empirical Finance

    3 publications · 1.8K citations

    3

    h-index

  5. Journal of Applied Probability

    JAP · 3 publications · 142 citations

    3

    h-index

1–5