Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach

CoVaR

Tobias Adrian, Markus K. Brunnermeier · American Economic Review · 2016 · 2.3K citations

Computing, Visualization, Human-computer Interaction +16

Measuring Systemic Risk

Viral V. Acharya, Lasse Heje Pedersen, Thomas Philippon et al. · Review of Financial Studies · 2016 · 1.8K citations · Full text

Business, Economics, Finance +17

A confidence limit for the empirical mode decomposition and Hilbert spectral analysis

Norden E. Huang, Man‐Li C. Wu, Steven Long et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 2003 · 1.2K citations

Computing, Data Science, Data Analytics +13

Systemic risk measurement: Multivariate GARCH estimation of CoVaR

Giulio Girardi, A. Tolga Ergün · Journal of Banking & Finance · 2013 · 620 citations

Business, Finance, Financial Management +17

Bivariate Empirical Mode Decomposition

Gabriel Rilling, Patrick Flandrin, Paulo Gonçalves et al. · IEEE Signal Processing Letters · 2007 · 595 citations · Full text

Computing, Data Science, Biomedical Signal Processing +13