Similar Search Results

Liquidity-adjusted Intraday Value at Risk modeling and risk management : an application to data from Deutsche Börse

Dionne, Georges; Pacurar, Maria; Zhou, Xiaozhou - In: Journal of banking & finance 59 (2015), pp. 202-219

Persistent link: https://www.econbiz.de/10011544444

Dynamic corporate risk management : motivations and real implications

Dionne, Georges; Gueyie, Jean-Pierre; Mnasri, Mohamed - In: Journal of banking & finance 95 (2018), pp. 97-111

Persistent link: https://www.econbiz.de/10011966716

The use of nonlinear hedging strategies by US oil producers : motivations and implications

Mnasri, Mohamed; Dionne, Georges; Gueyie, Jean-Pierre - In: Energy economics 63 (2017), pp. 348-364

Persistent link: https://www.econbiz.de/10011758023

Hidden Markov regimes in operational loss data : application to the recent financial crisis

Dionne, Georges; Hassani, Samir Saissi - In: The journal of operational risk 12 (2017) 1, pp. 23-51

Persistent link: https://www.econbiz.de/10011639714

The costs and benefits of reinsurance

Cummins, John David; Dionne, Georges; Gagné, Robert; … - In: The Geneva papers on risk and insurance - issues and … 46 (2021) 2, pp. 177-199

Persistent link: https://www.econbiz.de/10012522959

Risk management : history, definition, and critique

Dionne, Georges - In: Risk management and insurance review 16 (2013) 2, pp. 147-166

Persistent link: https://www.econbiz.de/10011657842

Chapter 5. Insurance and Insurance Markets

Dionne, Georges; Harrington, Scott E. - In: Handbook of the economics of risk and uncertainty : volume 1, (pp. 203-261). 2014

Kenneth Arrow and Karl Borch published several important articles in the early 1960s that can be viewed as the beginning of modern economic analysis of insurance activity. This chapter reviews the main theoretical and empirical contributions in insurance economics since that time. The review...

Persistent link: https://www.econbiz.de/10014025527

Reinsurance demand and liquidity creation : a search for bicausality

Desjardins, Denise; Dionne, Georges; Koné, N'Golo - In: Journal of empirical finance 66 (2022), pp. 137-154

Persistent link: https://www.econbiz.de/10013370712

Determinants and real effects of joint hedging : an empirical analysis of US oil and gas producers

Dionne, Georges; El Hraiki, Rayane; Mnasri, Mohamed - In: Energy economics 124 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014482808

Using a skewed exponential power mixture for value-at-risk and conditional value-at-risk forecasts to comply with market risk regulation

Hassani, Samir Saissi; Dionne, Georges - In: Journal of risk : JOR 25 (2023) 6, pp. 73-103

Persistent link: https://www.econbiz.de/10014487244