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Empirical Analysis of Natural Gas Markets
| Empirical Analysis of Natural Gas Markets |
| Autore | Hamori Shigeyuki |
| Pubbl/distr/stampa | Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (200 p.) |
| Soggetto topico | Economics, Finance, Business and Management |
| Soggetto non controllato |
bodily injury
BRICS coal connectedness copula CPI crude oil dynamic approaches electricity electricity utilities sector index ESG exchange rates external cost extreme gradient boosting forecasting foresting frequency domain futures gas price GDP health insurance logistic regression logistical regression market integration moving window natural gas natural gas market neural networks oil futures prices crashes oil price pipelines property damage random forests renewable energy spillover effect spillover effects spot support vector machines SVAR time domain time frequency dynamics time-frequency dynamics transmission uncertainty US macroeconomic aggregates US natural gas crises value-at-risk XGboost |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910557304503321 |
Hamori Shigeyuki
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| Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk Analysis and Portfolio Modelling / David Allen, Elisa Luciano
| Risk Analysis and Portfolio Modelling / David Allen, Elisa Luciano |
| Autore | Allen David |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2019 |
| Descrizione fisica | 1 electronic resource (224 p.) |
| Soggetto non controllato |
risk assessment
mortgage portfolio insider trade contagion effect risk capital liquidity risk hedonic modeling rolling wavelet correlation inverse coefficient of variation exchange traded funds sovereign risk/debt securitized real estate and local stock markets portfolio optimization portfolio analysis risk premium performance measurement risk analysis contagion outperformance probability Sharpe ratio probability of default small and medium enterprises RAROC sovereign defaults risk attribution multiresolution analysis credit ratings debt maturity structure herding asset-backed securities modern portfolio theory housing segments analytic hierarchy process African countries Asian firms decentralization credit scoring dependence mutual funds spillover effect capital allocation copulas matched filter institutional holding crop insurance factor investing wavelet coherence and phase difference risk value-at-risk rearrangement algorithm |
| ISBN |
9783039216253
3039216252 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910367752303321 |
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Allen David
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| MDPI - Multidisciplinary Digital Publishing Institute, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk, Ruin and Survival: Decision Making in Insurance and Finance
| Risk, Ruin and Survival: Decision Making in Insurance and Finance |
| Autore | Ren Jiandong |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (210 p.) |
| Soggetto non controllato |
advanced measurement approach
aggregate discounted claims aggregate risk archimedean copulas background risk central limit theorem clustering collective risk model concomitant confidence interval constant interest rate copula copulas covariance cumulative Parisian ruin discounted aggregate claims dual risk model financial time series hazard model individual risk model information processing insurance integral equation Laplace transform Markovian arrival process max-stable random fields maximal tail dependence Monte Carlo multiplicative background risk model multivariate gamma distribution n/a national culture numerical approximation operational risk order statistic partial integro-differential equation rate of spatial diversification rating migrations reinsurance renewal process risk management risk measure risk theory ruin probability spatial dependence spatial risk measures and corresponding axiomatic approach stochastic orders surplus process survival analysis systematic risk transfer function value-at-risk weighted cuts |
| ISBN | 3-03928-517-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risk, Ruin and Survival |
| Record Nr. | UNINA-9910404092203321 |
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Ren Jiandong
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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