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Forecasting international financial stress : the role of climate risks

Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - In: Journal of international financial markets, … 92 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014535723

Securitization, Structuring and Pricing of Longevity Risk

Sherris, Michael; Wills, Samuel - 2011

Pricing and risk management for longevity risk has increasingly become a major challenge for life insurers and pension funds around the world. Risk transfer to financial markets, with their major capacity for efficient risk pooling, is an area of significant development for a successful...

Persistent link: https://www.econbiz.de/10014217755

Forecasting and Managing Correlation Risks

Bollerslev, Tim; Li, Sophia Zhengzi; Tang, Yushan - 2022

We propose a novel and easy-to-implement framework for forecasting correlation risks based on a large set of salient realized correlation features and the sparsity-encouraging LASSO technique. Considering the universe of S&P 500 stocks, we find that the new approach manifests in statistically...

Persistent link: https://www.econbiz.de/10014235631

The effects of overconfident yield forecasting on cross-coverage level crop insurance demand

Michaud, Clayton P. - In: Agricultural finance review 82 (2022) 4, pp. 657-674

Persistent link: https://www.econbiz.de/10013428895

Hedging potentials of green investments against climate and oil market risks

Adediran, Idris A.; Swaray, Raymond; Orekoya, Aminat O.; … - In: Fulbright review of economics and policy 3 (2023) 1, pp. 49-73

) approach to evaluating the hedging effectiveness of clean energy stocks. The out-of-sample forecast evaluations of the oil risk … Diebold & Mariano forecast evaluation test for nested and non-nested models, respectively. Findings - The study finds ample … also conducts forecast evaluations of the clean energy predictive models for nested and non-nested models. …

Persistent link: https://www.econbiz.de/10014310571

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

The role of forecasting in preventing supply chain disruptions during the COVID-19 pandemic : a distributor-retailer perspective

Ghafour, Karzan Mahdi; Aljanabi, Abdulqadir Rahomee Ahmed - In: Operations management research : OMR ; advancing … 16 (2023) 2, pp. 780-793

Persistent link: https://www.econbiz.de/10014330375

Countering cybercrime risks in financial institutions : forecasting information trends

Kuzior, Aleksandra; Brożek, Paulina; Kuzmenko, Olha; … - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-22

This article aims to forecast the information trends related to the most popular cyberattacks, seen as the cyber …

Persistent link: https://www.econbiz.de/10014284116

Forecasting international financial stress : the role of climate risks

Del Fava, Santino; Gupta, Rangan; Pierdzioch, Christian; … - 2023

Persistent link: https://www.econbiz.de/10014364827

Less disagreement, better forecasts : adjusted risk measures in the energy futures market

Zhang, Ning; Gong, Yujing; Xue, Xiaohan - In: The journal of futures markets 43 (2023) 10, pp. 1332-1372

Persistent link: https://www.econbiz.de/10014339438