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Historical simulation (finance)
Known as:
Historical simulation
Historical simulation in finance's value at risk (VaR) analysis is a procedure for predicting the value at risk by 'simulating' or constructing the…
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Related topics
Related topics
5 relations
Electricity price forecasting
Financial modeling
Quasi-Monte Carlo methods in finance
Value at risk
Broader (1)
Monte Carlo methods in finance
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
Highly Cited
2016
Highly Cited
2016
The Detection and Attribution Model Intercomparison Project (DAMIP v1.0)contribution to CMIP6
N. Gillett
,
H. Shiogama
,
+6 authors
C. Tebaldi
2016
Corpus ID: 17717282
Abstract. Detection and attribution (DA to contribute to the estimation of how historical emissions have altered and are altering…
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Review
2012
Review
2012
The CCSM4 Land Simulation, 1850-2005: Assessment of Surface Climate and New Capabilities
D. Lawrence
,
K. Oleson
,
+5 authors
G. Bonan
2012
Corpus ID: 16563437
AbstractThis paper reviews developments for the Community Land Model, version 4 (CLM4), examines the land surface climate…
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Highly Cited
2011
Highly Cited
2011
MIROC-ESM 2010: model description and basic results of CMIP5-20c3m experiments
S. Watanabe
,
T. Hajima
,
+13 authors
M. Kawamiya
2011
Corpus ID: 62683101
Abstract. An earth system model (MIROC-ESM 2010) is fully described in terms of each model component and their interactions…
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Highly Cited
2011
Highly Cited
2011
Geoscientific Model Development MIROC-ESM 2010 : model description and basic results of CMIP 5-20 c 3 m experiments
S. Watanabe
,
T. Hajima
,
+13 authors
M. Kawamiya
2011
Corpus ID: 21667045
An earth system model (MIROC-ESM 2010) is fully described in terms of each model component and their interactions. Results for…
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Highly Cited
2010
Highly Cited
2010
Hydrologic impacts of climate change on the Nile River Basin: implications of the 2007 IPCC scenarios
T. Beyene
,
D. Lettenmaier
,
P. Kabat
2010
Corpus ID: 54692578
We assess the potential impacts of climate change on the hydrology and water resources of the Nile River basin using a macroscale…
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Highly Cited
2008
Highly Cited
2008
Impact of Biofuel Production on World Agricultural Markets: A Computable General Equilibrium Analysis
Dileep K. Birur
,
T. Hertel
,
W. Tyner
2008
Corpus ID: 154768971
This paper introduces biofuels sectors as energy inputs into the GTAP Data Base and to the production and consumption structures…
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2007
2007
Mean¿variance portfolio selection with ¿at-risk¿ constraints and discrete distributions.
G. J. Alexander
,
Alexandre M. Baptista
,
Shu Yan
2007
Corpus ID: 12953733
Highly Cited
2006
Highly Cited
2006
Using extreme value theory to measure value-at-risk for daily electricity spot prices
K. F. Chan
,
P. Gray
2006
Corpus ID: 73590407
Review
1997
Review
1997
On the Road to Cultural Bias: A Critique of "The Oregon Trail" CD-ROM
B. Bigelow
1997
Corpus ID: 147329384
T he critics all agree : The Oregon Trail is one of the greatest educational computer games ever produced. In 1992, Prides' Guide…
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Highly Cited
1996
Highly Cited
1996
Risk measurement: an introduction to value at risk
Thomas J. Linsmeier
,
Neil D. Pearson
1996
Corpus ID: 11347192
This paper is a self-contained introduction to the concept and methodology of "value at risk," which is a new tool for measuring…
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