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Sensitivity analysis of a risk classification model for food price volatility
Laryea, Rueben; Carling, Kenneth; Cialani, Catia; … - In: International journal of risk assessment and management … 21 (2018) 4, pp. 374-382
Persistent link: https://www.econbiz.de/10012005477
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An investigation of model risk in a market with jumps and stochastic volatility
Coqueret, Guillaume - In: European journal of operational research : EJOR 253 (2016) 3, pp. 648-658
Persistent link: https://www.econbiz.de/10011493990
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Model risk in the over-the-counter market
Lazar, Emese; Qi, Shuyuan - In: European journal of operational research : EJOR 298 (2022) 2, pp. 769-784
Persistent link: https://www.econbiz.de/10013206897
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Establishing national carbon emission prices for China
Chang, Chia-Lin; Mai, Te-Ke; McAleer, Michael - 2018 - Revised: March 2018
The purpose of the paper is to establish national carbon emissions prices for the People's Republic of China, which is one of the world's largest producers of carbon emissions. Several measures have been undertaken to address climate change in China, including the establishment of a carbon...
Persistent link: https://www.econbiz.de/10011813377
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How world uncertainties and global pandemics destabilized food, energy and stock markets? : fresh evidence from quantile on quantile regressions
Chowdhury, Mohammad Ashraful Ferdous; Meo, Muhammad Saeed; … - In: International review of financial analysis 76 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012805062
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Energy commodity price risk minimization with precious metals in a multivariate portfolio
Živkov, Dejan; Damnjanović, Jelena; … - In: Finance a úvěr 72 (2022) 1, pp. 50-70
Persistent link: https://www.econbiz.de/10013189236
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Economic policy uncertainty and dynamic correlations in energy markets : assessment and solutions
Wang, Xiong; Li, Jingyao; Ren, Xiaohang; Bu, Ruijun; … - In: Energy economics 117 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014437129
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Modelling the mean and volatility dynamic relationship between the environmental risk or exchange rate volatility surprise and Commodity Research Bureau future price index
Wei, Ching Chun - In: International journal of sustainable economy 9 (2017) 4, pp. 281-299
Persistent link: https://www.econbiz.de/10011862241
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Asymmetric effects of global uncertainty : the socioeconomic and environmental vulnerability of developing countries
Nguyen Phuc Canh; Schinckus, Christophe; Thanh Dinh Su - In: Fulbright review of economics and policy 2 (2022) 1, pp. 92-116
Purpose This study aims to investigate the influences of global uncertainty indicators volatility on the domestic … panel data. Seven different global uncertainty indicators (US trade uncertainty; world trade uncertainty; economic policy … uncertainty; world commodities and oil prices; the geopolitical risk index and the world uncertainty index) have been mobilized …
Persistent link: https://www.econbiz.de/10013549746
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Asset allocation in the Athens stock exchange : a variance sensitivity analysis
Diamandis, Panayotis F.; Drakos, Anastassios A.; … - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 167-181
Persistent link: https://www.econbiz.de/10009615696