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~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
~source:"econis"
~subject:"USA"
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Bayesian Tail Risk Forecasting...
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Lence, Sergio H.
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Agricultural finance review
Energy economics
European journal of operational research : EJOR
Journal of risk
Working paper / National Bureau of Economic Research, Inc.
35
Journal of banking & finance
23
The review of financial studies
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The panic of 2008 : causes, consequences and implications for reform
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1
Evaluation of risk reductions associated with multi-peril crop insurance products
Schnitkey, Gary D.
;
Sherrick, Bruce J.
;
Irwin, Scott H.
- In:
Agricultural finance review
63
(
2003
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001782018
Saved in:
2
Systemic risk in US crop reinsurance programs
Mason, Chuck
;
Hayes, Dermot James
;
Lence, Sergio H.
- In:
Agricultural finance review
63
(
2003
)
1
,
pp. 23-39
Persistent link: https://www.econbiz.de/10001782021
Saved in:
3
Could the government manage its exposure to crop reinsurance risk?
Hayes, Dermot James
;
Lence, Sergio H.
;
Mason, Chuck
- In:
Agricultural finance review
63
(
2003
)
2
,
pp. 127-142
Persistent link: https://www.econbiz.de/10001930298
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4
Multiple zone power forwards : a value at risk framework
Demers, Jean-Guy
- In:
Energy economics
31
(
2009
)
5
,
pp. 713-726
Persistent link: https://www.econbiz.de/10003880261
Saved in:
5
Loss-given-default on farm real estate loans : probability of full recovery
Yan, Yan
;
Barry, Peter J.
- In:
Agricultural finance review
66
(
2006
)
1
,
pp. 47-59
Persistent link: https://www.econbiz.de/10003387853
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6
Efficient execution in the secondary mortgage market : a stochastic optimization model using
CVaR
constraints
Wang, Chung-Jui
;
Uryasev, Stan
- In:
Journal of risk
10
(
2007/08
)
1
,
pp. 41-66
Persistent link: https://www.econbiz.de/10003572494
Saved in:
7
Real estate investment trust return dynamics and value-at-risk under alternative classes of model specifications
Yu, Jung-suk
- In:
Journal of risk
15
(
2012/13
)
4
,
pp. 3-33
Persistent link: https://www.econbiz.de/10009771008
Saved in:
8
Asset allocation with conditional value-at-risk budgets
Boudt, Kris
;
Carl, Peter
;
Peterson, Brian G.
- In:
Journal of risk
15
(
2012/13
)
3
,
pp. 39-68
Persistent link: https://www.econbiz.de/10009732840
Saved in:
9
The relationship between credit default swap spreads and equity prices
Marzano, Michele
;
Dunn, Gary
;
Constantinou, Nick
- In:
Journal of risk
17
(
2014/15
)
1
,
pp. 3-28
Persistent link: https://www.econbiz.de/10010476254
Saved in:
10
Application of credit risk models to agricultural lending
Zech, Lyubov
;
Pederson, Glenn
- In:
Agricultural finance review
64
(
2004
)
2
,
pp. 91-106
Persistent link: https://www.econbiz.de/10003038913
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