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Natural disasters, stock price volatility in the property-liability insurance market and sustainability : an unexplored link
Montero, José-María; Naimy, Viviane; Farraj, Nermeen Abi - In: Socio-economic planning sciences : the international … 91 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014528750
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News implied volatility and disaster concerns
Manela, Asaf; Moreira, Alan - In: Journal of financial economics 123 (2017) 1, pp. 137-162
Persistent link: https://www.econbiz.de/10011725186
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Dynamics of Tokyo Electric Power Company and the Nikkei : 1985 to 2016 including the Fukushima disaster
Rey, Serge; Nivoix, Sophie - In: Journal of economic integration 33 (2018) 1, pp. 979-1010
Persistent link: https://www.econbiz.de/10011903552
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Dimensionality reduction in forecasting with temporal hierarchies
Nystrup, Peter; Lindström, Erik; Møller, Jan K.; … - In: International journal of forecasting 37 (2021) 3, pp. 1127-1146
Persistent link: https://www.econbiz.de/10012794823
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Does higher-frequency data always help to predict longer-horizon volatility?
Charoenwong, Ben; Feng, Guanhao - In: Journal of risk 19 (2017) 5, pp. 55-75
Persistent link: https://www.econbiz.de/10011747111
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Temporal aggregation and the estimation of reverse regressions for commodities market models
Cartwright, Phillip A.; Riabko, Natalija - 2024
Persistent link: https://www.econbiz.de/10015045561
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Natural gas volatility prediction : fresh evidence from extreme weather and extended GARCH-MIDAS-ES model
Liang, Chao; Xia, Zhenglan; Lai, Xiaodong; Wang, Lu - In: Energy economics 116 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013542113
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Hidden persistent disasters and asset prices
Suzuki, Masataka - In: Annals of finance 10 (2014) 3, pp. 395-418
Persistent link: https://www.econbiz.de/10010399803
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Risk Dispersion Tool and Strategies - Peak Catastrophe Event Correlation and Variance Swaps
Zvezdov, Ivelin - 2013
The growth of risk capital regulatory regimes and continuous convergence of re/insurance and capital markets instruments and investment processes creates demand for quantitative and systematic risk management strategies for portfolio and line-of-business volatility and correlation dispersion....
Persistent link: https://www.econbiz.de/10013074114