Rodrigo  Herrera
Rodrigo Herrera
Associate Professor, Universidad de Talca
Verified email at - Homepage
Cited by
Cited by
A dynamic multiple equation approach for forecasting PM2. 5 pollution in Santiago, Chile
S Moisan, R Herrera, A Clements
International Journal of Forecasting 34 (4), 566-581, 2018
A Dynamic Multiple Equation Approach for Forecasting PM2.5 Pollution in Santiago, Chile
S Moisan, R Herrera, A Clements
NCER Working Paper Series 117, 2017
Modelling interregional links in electricity price spikes
AE Clements, R Herrera, AS Hurn
Energy Economics 51, 383-393, 2015
Value at risk forecasts by extreme value models in a conditional duration framework
R Herrera, B Schipp
Journal of Empirical Finance 23, 33-47, 2013
The modeling and forecasting of extreme events in electricity spot markets
R Herrera, N González
International Journal of Forecasting 30 (3), 477-490, 2014
Modeling and forecasting extreme commodity prices: A Markov-Switching based extreme value model
R Herrera, A Rodriguez, G Pino
Energy Economics 63, 129-143, 2017
Energy risk management through self-exciting marked point process
R Herrera
Energy economics 38, 64-76, 2013
Self-exciting extreme value models for stock market crashes
R Herrera, B Schipp
Statistical inference, econometric analysis and matrix algebra, 209-231, 2009
Point process models for extreme returns: Harnessing implied volatility
R Herrera, AE Clements
Journal of Banking & Finance 88, 161-175, 2018
Statistics of extreme events in risk management: The impact of the subprime and global financial crisis on the German stock market
R Herrera, B Schipp
The North American Journal of Economics and Finance 29, 218-238, 2014
Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union
R Herrera, S Eichler
Journal of Banking & Finance 35 (11), 2916-2930, 2011
Análisis comparativo de eficiencia técnica entre la banca chilena y alemana
MA González, RH Leiva, GB Espinoza
Revista de Matemática: Teoría y Aplicaciones 14 (2), 203-219, 2007
Una frontera de producción para la banca chilena
M Aguirre, R Herrera, G Bravo
Panorama socioeconómico, 0, 2004
Volatility Contagion in the A sian Crisis: New Evidence of Volatility Tail Dependence
A Karmann, R Herrera
Review of Development Economics 18 (2), 354-371, 2014
Multivariate dynamic intensity peaks‐over‐threshold models
N Hautsch, R Herrera
Journal of Applied Econometrics 35 (2), 248-272, 2020
Dynamics of Connectedness in Clean Energy Stocks
F Fuentes, R Herrera
Energies 13 (14), 3705, 2020
Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach
R Herrera, S González, A Clements
The North American Journal of Economics and Finance 46, 70-88, 2018
Modeling extreme risks in commodities and commodity currencies
F Fuentes, R Herrera, A Clements
Pacific-Basin Finance Journal 51, 108-120, 2018
Network analysis: a novel approach to identify PM 2.5 hotspots and their spatio-temporal impact on air quality in Santiago de Chile
A Clements, R Herrera, S Hurn
Air Quality, Atmosphere & Health 13 (9), 1075-1082, 2020
A marked point process model for intraday financial returns: Modelling extreme risk
R Herrera, A Clements
Empirical Economics, 2018
The system can't perform the operation now. Try again later.
Articles 1–20