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Re-examining the gender factored agentic and communal career profession of Information and Communication Technology (ICT) students

Ohei, Kenneth; Mantzaris, Evangelos; Ntshangase, … - 2023

Persistent link: https://www.econbiz.de/10014393179

A (local) apple a day : pandemic-induced changes in local food buying, a generational cohort perspective

Kol, Ofrit; Zimand-Sheiner, Dorit; Levy, Shalom - In: European journal of international management : EJIM 19 (2023) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10014230403

Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS

Wei, Yi-Ming; Feng, Zhen-Hua; Wang, Kai - Center for Energy and Environmental Policy Research … - 2011

, extreme value theory (EVT) is used to analyze risk exposure for carbon price and to measure the Value at Risk (VaR) for the … and to calculate dynamic VaR. Traditional VaR and VaR based on EVT are also compared. The results show that the downside … risks are similar for the spot and futures markets during the same phase. The results also show that the EVT VaR is more …

Persistent link: https://www.econbiz.de/10010897954

One-reason decision-making: Modeling violations of expected utility theory

Katsikopoulos, Konstantinos; Gigerenzer, Gerd - In: Journal of Risk and Uncertainty 37 (2008) 1, pp. 35-56

Persistent link: https://www.econbiz.de/10005709699

Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation

Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: International Journal of Monetary Economics and Finance 1 (2008) 2, pp. 121-148

. Special emphasis is paid to two methodologies related to the Extreme Value Theory (EVT): The Peaks Over Threshold (POT) and … the Block Maxima (BM). We apply both unconditional and conditional EVT models to management of extreme market risks in … demonstrate that conditional POT EVT method produces the most accurate forecasts of extreme losses both for standard and more …

Persistent link: https://www.econbiz.de/10008538659

Basel II and Operational Risk: Implications for risk measurement and management in the financial sector

Chapelle, Ariane; Crama, Yves; Hubner, Georges; … - Nationale Bank van België/Banque national de Belqique (BNB) - 2004

This paper proposes a methodology to analyze the implications of the Advanced Measurement Approach (AMA) for the assessment of operational risk put forward by the Basel II Accord. The methodology relies on an integrated procedure for the construction of the distribution of aggregate losses,...

Persistent link: https://www.econbiz.de/10005060030

Risk Measures and Dynamical Systems

Vaníček, Karel - In: Acta Oeconomica Pragensia 2005 (2005) 1, pp. 112-118

assumptions of the model that seems to be unrealistic. Due to this fact we introduce EVT models, specifically the POT model. The …

Persistent link: https://www.econbiz.de/10005036487

Predictive performance of conditional Extreme Value Theory in Value-at-Risk estimation

Ghorbel, Ahmed; Trabelsi, Abdelwahed - In: International Journal of Monetary Economics and Finance 1 (2008) 2, pp. 121-148

Persistent link: https://www.econbiz.de/10005543991

Validating and Calibrating Agent-Based Models: A Case Study

Bianchi, Carlo; Cirillo, Pasquale; Gallegati, Mauro; … - In: Computational Economics 30 (2007) 3, pp. 245-264

Persistent link: https://www.econbiz.de/10005701738

Estimating risk for the carbon market via extreme value theory: An empirical analysis of the EU ETS

Feng, Zhen-Hua; Wei, Yi-Ming; Wang, Kai - In: Applied Energy 99 (2012) C, pp. 97-108

, extreme value theory (EVT) is used to analyze risk exposure for carbon price and to measure the Value at Risk (VaR) for the … and to calculate dynamic VaR. Traditional VaR and VaR based on EVT are also compared. The results show that the downside … and downside risks are similar for the spot and futures markets during the same phase. The results also show that the EVT …

Persistent link: https://www.econbiz.de/10010594006