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Vines climbing higher : risk management for commodity futures markets using a regular vine copula approach

Li, Hemei; Liu, Zhenya; Wang, Shixuan - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2438-2457

Persistent link: https://www.econbiz.de/10013184895

On the estimation of Value-at-Risk and Expected Shortfall at extreme levels

Lazar, Emese; Pan, Jingqi; Wang, Shixuan - In: Journal of commodity markets : JCM 34 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014548240

Loss function-based change point detection in risk measures

Lazar, Emese; Wang, Shixuan; Xue, Xiaohan - In: European journal of operational research : EJOR 310 (2023) 1, pp. 415-431

Persistent link: https://www.econbiz.de/10014340186

Risk management for crude oil futures : an optimal stopping-timing approach

Boubaker, Sabri; Liu, Zhenya; Zhan, Yaosong - In: Financial modeling and risk management of energy and …, (pp. 9-27). 2022

Persistent link: https://www.econbiz.de/10013349892

The fortune and crash of common risk factors in Chinese commodity markets

Li, Hemei; Liu, Zhenya; Zhao, Yuqian - In: Journal of commodity markets 32 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014495776

Risk Shifting versus Risk Management in Debt Rollover

Li, Bo - 2016

Does risk shifting incentives or risk management incentives dominate when firms rollover large amounts of maturing debt? The empirical evidence supports the risk management hypothesis by identifying a hump-shaped relation between long-term debt maturity and firm risk. Using...

Persistent link: https://www.econbiz.de/10013007277

Optimizing a production-inventory system under a cost target

Li, Bo; Ji, Qingkai; Arreola-Risa, Antonio - In: Computers & operations research : and their … 123 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012286278

Financial risk, inventory decision and process improvement for a firm with random capacity

Li, Bo; Arreola-Risa, Antonio - In: European journal of operational research : EJOR 260 (2017) 1, pp. 183-194

Persistent link: https://www.econbiz.de/10011697722

Analysing consumer RP in a dual-channel supply chain with a risk-averse retailer

Jiang, Yushan; Li, Bo; Song, Dongping - In: European journal of industrial engineering : EJIE 11 (2017) 3, pp. 271-302

Persistent link: https://www.econbiz.de/10011844453

Selection of financing strategies with a risk-averse supplier in a capital-constrained supply chain

Li, Bo; An, Si-min; Song, Dong-ping - In: Transportation research / E : an international journal 118 (2018), pp. 163-183

Persistent link: https://www.econbiz.de/10011927490