Search Results - subject:"Price Risk"

Increasing or diversifying risk? : tail correlations, transmission flows and prices across wind power areas

Mauritzen, Johannes; Sucarrat, Genaro - In: The energy journal 43 (2022) 3, pp. 105-131

Persistent link: https://www.econbiz.de/10013411265

Corporate immunity during crises and pandemics: does ESG matter? Literature review and future prospects

Mounir, Hadeer; Ali, Heba - In: Management & Sustainability: An Arab Review 2 (2022) 3, pp. 205-216

Purpose This research aims at synthesizing the existing body of literature on the role of environmental, social and governance (ESG) during the Covid-19 global pandemic, identifying the research agenda and perspectives on the role of ESG during times of economic turbulences and pointing to gaps...

Persistent link: https://www.econbiz.de/10014953013

Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework

Li, Jackie; Kogure, Atsuyuki; Liu, Jia - In: Risks 7 (2019) 1, pp. 1-12

In this paper, we suggest a Bayesian multivariate approach for pricing a reverse mortgage, allowing for house price … risk, interest rate risk and longevity risk. We adopt the principle of maximum entropy in risk-neutralisation of these …

Persistent link: https://www.econbiz.de/10013200429

The effect of hedging with financial derivatives on firm value at Indonesia stock exchange

Frensidy, Budi; Mardhaniaty, Tasya Indah - In: Economics and finance in Indonesia : EFI 65 (2019) 1, pp. 20-32

Persistent link: https://www.econbiz.de/10012305810

Multivariate risk-neutral pricing of reverse mortgages under the Bayesian framework

Li, Jackie; Kogure, Atsuyuki; Liu, Jia - In: Risks : open access journal 7 (2019) 1/11, pp. 1-12

Persistent link: https://www.econbiz.de/10012018623

Selected methods of securing the refining sector against crude oil price fluctuations

Łamasz, Bartosz; Iwaszczuk, Natalia; Ivashchuk, Oleksandr - In: International journal of management and economics 54 (2018) 3, pp. 197-209

The contemporary refining sector has to contend with many types of risks, among which price risk is considered to be … refineries. It can help refineries to create a more successful price risk management policy, which may thus protect the companies … with many types of risks, among which price risk is considered to be the foremost. Moreover, refineries define it as a …

Persistent link: https://www.econbiz.de/10012027171