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Using econometric models to manage the price risk of cocoa beans : a case from India

Kumar, Kepulaje Abhaya; Spulbăr, Cristi; Pinto, Prakash; … - In: Risks : open access journal 10 (2022) 6, pp. 1-18

This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of … ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is … futures price from the website of investing.com. The augmented dickey fuller test is used to test the stationarity of the …

Persistent link: https://www.econbiz.de/10013363126

Household's overindebtedness during the COVID-19 crisis : the role of debt and financial literacy

Kurowski, Łukasz - In: Risks : open access journal 9 (2021) 4, pp. 1-19

The COVID-19 pandemic has shown how important it is to prepare one's own financial budget for the unexpected loss of income. In this dimension, the financial education of the society plays an invaluable role. It allows us to account for events that may adversely affect personal finances in our...

Persistent link: https://www.econbiz.de/10012508620

Financial stress and COVID-19 : a comprehensive analysis of the factors associated with the pandemic

Moon, Keewon; Heo, Wookjae; Lee, Jae Min; Grable, John E. - In: Risks : open access journal 11 (2023) 12, pp. 1-24

The COVID-19 pandemic introduced unprecedented challenges for households globally, serving as a precursor to and trigger for financial stress. This study examined the associations across various factors thought to be associated with financial stress (a psychological syndrome) resulting from the...

Persistent link: https://www.econbiz.de/10014446767

Production flexibility and hedging

Dionne, Georges; Santugini, Marc - In: Risks : open access journal 3 (2015) 4, pp. 543-552

We extend the analysis on hedging with price and output uncertainty by endogenizing the output decision. Specifically …-averse firm always maintains a short position in the futures market when the futures price is actuarially fair. Moreover, in the …

Persistent link: https://www.econbiz.de/10011402765

High frequency price change spillovers in bitcoin markets

Giudici, Paolo; Pagnottoni, Paolo - In: Risks : open access journal 7 (2019) 4/111, pp. 1-18

fell substantially right before the Bitcoin price hype, whereas it leveled out during the period the down market period. We …

Persistent link: https://www.econbiz.de/10012127873

The impact of systemic risk on the diversification benefits of a risk portfolio

Busse, Marc; Dacorogna, Michel M.; Katz, Marie - In: Risks : open access journal 2 (2014) 3, pp. 260-276

Risk diversification is the basis of insurance and investment. It is thus crucial to study the effects that could limit it. One of them is the existence of systemic risk that affects all of the policies at the same time. We introduce here a probabilistic approach to examine the consequences of...

Persistent link: https://www.econbiz.de/10010399713

When the US stock market becomes extreme?

Aboura, Sofiane - In: Risks : open access journal 2 (2014) 2, pp. 211-225

&P500 stock index from 1950 to 2013. The main results indicate that the U.S stock market becomes extreme from a price …

Persistent link: https://www.econbiz.de/10010399734

The Risky-Opportunity Analysis Method (ROAM) to support risk-based decisions in a case-study of critical infrastructure digitization

Ardebili, Ali Aghazadeh; Padoano, Elio; Longo, Antonella; … - In: Risks : open access journal 10 (2022) 3, pp. 1-22

Socio-ecologic, socio-economic, and socio-technical transitions are opportunities that require fundamental changes in the system. These will encounter matters associated with security, service adoption by end-users, infrastructure and availability. The purpose of this study is to examine and...

Persistent link: https://www.econbiz.de/10013093113

Estimation of maximum potential losses for digital banking transaction risks using the extreme value-at-risks method

Saputra, Moch Panji Agung; Sukono; Chaerani, Diah - In: Risks : open access journal 10 (2022) 1, pp. 1-18

The application of industry 4.0 in banking presents many challenges, with several operational risks related to downtime and timeout services due to system failures. One of the operational risk management steps is to estimate the value of the maximum potential losses. The purpose of this study is...

Persistent link: https://www.econbiz.de/10012805367

Volatility modeling and dependence structure of ESG and conventional investments

Górka, Joanna; Kuziak, Katarzyna - In: Risks : open access journal 10 (2022) 1, pp. 1-25

The question of whether environmental, social, and governance investments outperform or underperform other conventional financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of selected ESG indices and conventional ones and...

Persistent link: https://www.econbiz.de/10012805838

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