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KHRESHNA IMADUDDIN AHMAD S.

Institut Teknologi Bandung S2 - Aktuaria SINTA ID : 5973240
1.181
SINTA Score Overall
439
SINTA Score 3Yr
0
Affil Score
0
Affil Score 3Yr
Latest number of publications
  Scopus Analysis  

Risk quantification and validation for green energy markets: New insight from a credibility theory approach
Q1 as Journal Finance Research Letters
Author Order : 1 of 2     Creator : Syuhada K.
2024 0 cited
Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
Q1 as Journal Energy Economics
Author Order : 1 of 3     Creator : Syuhada K.
2024 1 cited
Compound Poisson–Lindley process with Sarmanov dependence structure and its application for premium-based spectral risk forecasting
Q1 as Journal Applied Mathematics and Computation
Author Order : 1 of 3     Creator : Syuhada K.
2024 1 cited
The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data
Q2 as Journal Communications in Statistics: Simulation and Computation
Author Order : 1 of 3     Creator : Syuhada K.
2023 12 cited
Improving Value-at-Risk forecast using GA-ARMA-GARCH and AI-KDE models
Q1 as Journal Applied Soft Computing
Author Order : 1 of 3     Creator : Syuhada K.
2023 2 cited
Modeling the Optimal Combination of Proportional and Stop-Loss Reinsurance with Dependent Claim and Stochastic Insurance Premium
Q4 as Journal Journal of Risk and Financial Management
Author Order : 4 of 4     Creator : Sari S.
2023 1 cited
Dependent Metaverse Risk Forecasts with Heteroskedastic Models and Ensemble Learning
Q1 as Journal Risks
Author Order : 1 of 3     Creator : Syuhada K.
2023 4 cited
Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach
Q1 as Journal Risks
Author Order : 2 of 2     Creator : Hakim A.
2023 1 cited
Tail risk measures-based optimal reinsurance model for quota-share reinsurance
Q4 as Conference Proceedin AIP Conference Proceedings
Author Order : 2 of 2     Creator : Sari S.F.
2022 1 cited
The copula-based conditional tail moments for new Pareto-type distribution
Q4 as Conference Proceedin AIP Conference Proceedings
Author Order : 3 of 3     Creator : Josaphat B.P.
2022 0 cited
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Summary

Article Quartile
Research Output
  Scopus GScholar WOS
Article 34 50 0
Citation 194 365 0
Cited Document 29 37 0
H-Index 9 9
i10-Index 8 9
G-Index 2 3
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