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Downside risk and defaultable bond returns

Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110

and contains almost all valid information on liquidity risk. As the credit level decreases, the explanatory power of …

Persistent link: https://www.econbiz.de/10013206142

Portfolio Optimization for Power Plants : The Impact of Credit Risk Mitigation and Margining

Lang, Joachim - 2010

The aim of this study is to analyze the impact of credit risk mitigation via margining on the optimal portfolio selection for power plants. We develop a model to estimate margining cashflows that is based on the clearing framework of the European Commodity Clearing AG (ECC), on stochastic...

Persistent link: https://www.econbiz.de/10013137742

Cost Evaluation of Credit Risk Securitization in the Electricity Industry : Credit Default Acceptance vs. Margining Costs

Bellmann, Enno - 2014

would also significantly influence the electricity industry, as most of the commodity trading in this sector is currently … to defaulting business partners in the electricity industry are compared with the interest requirements of the cash …

Persistent link: https://www.econbiz.de/10013067951

Default risks, moral hazard, and market-based solution : evidence from renewable energy market in Bangladesh

Hossain, Monzur; Yoshino, Naoyuki; Taghizadeh-Hesary, Farhad - 2019

This paper analyzes a unique case of default risks and associated factors of a solar home system (SHS) program in Bangladesh and, within that context, proposes a theoretical market-based solution to finance a renewable energy (RE) program. The paper first develops a theoretical framework that...

Persistent link: https://www.econbiz.de/10012101624