We analyze output growth risk with respect to financial conditions across U.S. manufacturing industries. Using a multi …-level quantile regression approach, we find strong heterogeneity in growth risk, particularly between the more vulnerable durable …

Supply chain risk management goes beyond traditionally insured risks such as tangible assets and related liabilities …. The objective of this paper is to use SCRM framework for application of Value at Risk (VaR) methodology for manufacturing … firms. The concepts used by financial institution are used as a reference, for coming up with proper risk measures relevant …

analyse the complete tail risk connectedness network of the whole US industry system. We also investigate the empirical … relationship between input-output linkages and the tail risk spillovers among US industries. Our findings identify the tail-risk … drivers, tail-risk takers, and tail-risk distributors among industries and confirm that the actual trade flow between …

This paper discusses the way Value-at-Risk (VaR) measurement can be applied to oil refining, a fully liberalized … industry which is largely exposed to price risk. After a description of the industry, the calculation of a single asset VaR …, such for a crude oil purchase, it is introduced. Subsequently two-assets VaR is calculated, allowing risk measurement of a …