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Tail-risk management : an investor's perspective
Bhansali, Vineer - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 115-126
Persistent link: https://www.econbiz.de/10003874113
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Modeling credit exposure for collateralized counterparties
Pykhtin, Michael - In: The journal of credit risk : published quarterly by … 5 (2009/10) 4, pp. 3-27
Persistent link: https://www.econbiz.de/10003927491
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Tail risk in energy portfolios
González-Pedraz, Carlos; Moreno, Manuel; Peña … - In: Energy economics 46 (2014), pp. 422-434
Persistent link: https://www.econbiz.de/10011298962
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Energy risk management through self-exciting marked point process
Herrera, Rodrigo - In: Energy economics 38 (2013), pp. 64-76
Persistent link: https://www.econbiz.de/10009763643
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Downside risk and the energy hedger's horizon
Conlon, Thomas; Cotter, John - In: Energy economics 36 (2013), pp. 371-379
Persistent link: https://www.econbiz.de/10009724683
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Managing the financial risks of electricity producers using options
Pineda, Salva; Conejo, Antonio J. - In: Energy economics 34 (2012) 6, pp. 2216-2227
Persistent link: https://www.econbiz.de/10009688763
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A credit value adjustment scheme for bank loan portfolios
Parnes, Dror - In: The journal of credit risk : published quarterly by … 10 (2014) 2, pp. 39-68
Persistent link: https://www.econbiz.de/10010385999
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Selective hedging in hydro-based electricity companies
Sanda, Gaute Egeland; Olsen, Eirik Tandberg; Fleten, … - In: Energy economics 40 (2013), pp. 326-338
Persistent link: https://www.econbiz.de/10010350645
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An analytical value-at-risk approach for a credit portfolio with liquidity horizon and portfolio rebalancing
Huang, Haohan; Wang, Eugene; Huang, Huaxiong; Wang, Yong - In: The journal of credit risk : published quarterly by … 11 (2015) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011442455
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A regime switching approach for hedging tanker shipping freight rates
Alizadeh-Masoodian, Amir H.; Huang, Chih-Yueh; Van … - In: Energy economics 49 (2015), pp. 44-59
Persistent link: https://www.econbiz.de/10011536654