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Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2504

Persistent link: https://www.econbiz.de/10010032202

Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies

Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic Modelling 29 (2012) 6, pp. 2494-2503

Country risk not only reflects the overall risk of a given economy but also offers other more comprehensive risk information for stakeholders' decision-making. Different from previous studies focusing on oil import portfolio risk, this paper expands the scope of risk exposure from the micro risk...

Persistent link: https://www.econbiz.de/10010588211

A DEA-based incentive approach for allocating common revenues or fixed costs

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Persistent link: https://www.econbiz.de/10012502390

Dynamic interaction between economic policy uncertainty and financial stress : a multi-scale correlation framework

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Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach

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A novel cryptocurrency price trend forecasting model based on LightGBM

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Investor sentiment and the Chinese new energy stock market : a risk-return perspective

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Climate events matter in the global natural gas market

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Predicting natural gas futures' volatility using climate risks

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Sovereign ratings change under climate risks

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