Contact and support
Need help, have a question, or want to contact the ResearchHub team?
© 2026 ResearchHub. Built for responsible scholarly connection.
Research graph
References from Modeling the distribution of jet fuel price returns based on fat-tail stable Paretian distribution. Local targets link to admitted publications; unresolved targets remain external evidence.
The relative effect of operational hedging on airline operating costs
10.1016/j.tranpol.2019.05.001 · 2019 · External reference
Jet fuel hedging, operational fuel efficiency improvement and carbon tax
10.1016/j.trb.2018.07.012 · 2018 · External reference
10.4324/9781003038191
10.4324/9781003038191 · 2021 · External reference
Designing optimal jet fuel hedging strategies for airlines–Why hedging will not always reduce risk exposure
2019 · External reference
Composite jet fuel cross-hedging
2022 · External reference
Risk Management of Fuel Hedging Strategy Based on CVaR and Markov Switching GARCH in Airline Company
10.3390/su142215264 · 2022 · External reference
How does fuel price uncertainty affect strategic airline planning?
10.1007/s12351-012-0131-0 · 2013 · External reference
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood
10.1016/j.csda.2013.07.028 · 2014 · External reference
CFAR Strategy Formulation and Evaluation Based on Fox’s H-function in Positive Alpha-Stable Sea Clutter
10.3390/rs12081273 · 2020 · External reference
Unresolved reference
External reference
Non-Contact Detection of Vital Signs Based on Improved Adaptive EEMD Algorithm (July 2022)
10.3390/s22176423 · 2022 · External reference
The Emergence of the Normal Distribution in Deterministic Chaotic Maps
10.3390/e26010051 · 2024 · External reference
Fourier-type estimation of the power GARCH model with stable-Paretian innovations
10.1007/s00184-015-0560-x · 2016 · External reference
Asymptotic stochastic dominance rules for sums of i.i.d. random variables
10.1016/j.cam.2015.12.017 · 2016 · External reference
An empirical analysis on the degree of Gaussianity and long memory of financial returns in emerging economies
10.1016/j.physa.2019.121296 · 2019 · External reference
Numerical calculation of stable densities and distribution functions
10.1080/15326349708807450 · 1997 · External reference
Modeling Chinese stock returns with stable distribution
10.1016/j.mcm.2011.03.004 · 2011 · External reference
Financial modeling with heavy-tailed stable distributions: Financial modeling with heavy-tailed stable distributions
10.1002/wics.1286 · 2014 · External reference
libstable: Fast, Parallel, and High-Precision Computation of α-Stable Distributions in R, C/C++, and MATLAB
2017 · External reference
Super Generalized Central Limit Theorem—Limit Distributions for Sums of Non-identical Random Variables with Power Laws
10.7566/jpsj.87.043003 · 2018 · External reference
Stability Prediction Model of Roadway Surrounding Rock Based on Concept Lattice Reduction and a Symmetric Alpha Stable Distribution Probability Neural Network
10.3390/app8112164 · 2018 · External reference
Best Fitting Fat Tail Distribution for the Volatilities of Energy Futures: Gev, Gat and Stable Distributions in GARCH and APARCH Models
10.3390/jrfm11020030 · 2018 · External reference
Can fat-tail create the momentum and reversal?
10.1080/00036846.2020.1746481 · 2020 · External reference
Computational aspects of stable distributions
10.1002/wics.1569 · 2022 · External reference
Innovation of the Component GARCH Model: Simulation Evidence and Application on the Chinese Stock Market
10.3390/math10111903 · 2022 · External reference
Constructing portfolios using stable distributions: The case of S&P 500 sectors exchange-traded funds
10.1016/j.mlwa.2022.100434 · 2022 · External reference
10.1007/s11749-023-00909-3
10.1007/s11749-023-00909-3 · External reference
Assessing Market Risk in BRICS and Oil Markets: An Application of Markov Switching and Vine Copula
10.3390/ijfs9020030 · 2021 · External reference
From volatility spillover to risk spread: An empirical study focuses on renewable energy markets
10.1016/j.renene.2021.08.083 · 2021 · External reference
Return Based Risk Measures for Non-Normally Distributed Returns: An Alternative Modelling Approach
10.3390/jrfm14110540 · 2021 · External reference
Asymmetric Laplace Distribution Models for Financial Data: VaR and CVaR
10.3390/sym14040807 · 2022 · External reference
Cluster-Based Aircraft Fuel Estimation Model for Effective and Efficient Fuel Budgeting on New Routes
10.3390/aerospace9100624 · 2022 · External reference
The Dynamic Correlation and Volatility Spillover among Green Bonds, Clean Energy Stock, and Fossil Fuel Market
10.3390/su15086586 · 2023 · External reference
Jet Fuel Price Risk and Proxy Hedging in Spot Markets: A Two-Tier Model Analysis
10.3390/commodities2030017 · 2023 · External reference
10.1007/978-3-642-15007-4
10.1007/978-3-642-15007-4 · 2011 · External reference
Techniques for Verifying the Accuracy of Risk Measurement Models
10.3905/jod.1995.407942 · 1995 · External reference
Evaluating Interval Forecasts
10.2307/2527341 · 1998 · External reference
Regression-Based Expected Shortfall Backtesting
10.1093/jjfinec/nbaa013 · 2022 · External reference
A joint quantile and expected shortfall regression framework
10.1214/19-ejs1560 · 2019 · External reference
Arbitrary truncated Levy flight: Asymmetrical truncation and high-order correlations
10.1016/j.physa.2012.06.022 · 2012 · External reference
A Raman spectroscopy based chemometric approach to predict the derived cetane number of hydrocarbon jet fuels and their mixtures
10.1016/j.talanta.2024.125635 · 2024 · External reference