Risk dependence between energy corporations : a text-based measurement approach
Year of publication: |
2020
|
---|---|
Authors: | Li, Jingyu ; Li, Jianping ; Zhu, Xiaoqian |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 68.2020, p. 33-46
|
Subject: | Financial risk | Risk dependence | Risk factor | Stock co-movement | Text mining | Finanzdienstleistung | Financial services | Risikomanagement | Risk management | Risiko | Risk | Portfolio-Management | Portfolio selection | Text | Messung | Measurement |
-
Financial Statements-Based Bank Risk Aggregation
Li, Jianping, (2022)
-
Backtesting expected shortfall : accounting for tail risk
Du, Zaichao, (2015)
-
Shortfall deviation risk : an alternative for risk measurement
Righi, Marcelo Brutti, (2016)
- More ...
-
Li, Jianping, (2019)
-
Li, Jingyu, (2019)
-
Risk spillovers between FinTech and traditional financial institutions : evidence from the U.S.
Li, Jianping, (2020)
- More ...