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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 electronic resource (200 p.)
Soggetto topico Economics, finance, business & management
Soggetto non controllato spillover effect
market integration
natural gas market
time frequency dynamics
BRICS
exchange rates
connectedness
time domain
frequency domain
natural gas
crude oil
electricity utilities sector index
time–frequency dynamics
ESG
renewable energy
copula
value-at-risk
electricity
spot
futures
transmission
pipelines
external cost
health
property damage
bodily injury
uncertainty
insurance
coal
spillover effects
dynamic approaches
forecasting
logistic regression
random forests
support vector machines
US natural gas crises
XGboost
neural networks
oil futures prices crashes
foresting
logistical regression
extreme gradient boosting
moving window
SVAR
oil price
gas price
US macroeconomic aggregates
GDP
CPI
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910557304503321
Hamori Shigeyuki  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Risk Analysis and Portfolio Modelling / David Allen, Elisa Luciano
Risk Analysis and Portfolio Modelling / David Allen, Elisa Luciano
Autore Allen David
Pubbl/distr/stampa Basel, Switzerland : , : MDPI, , 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
Allen David  
Basel, Switzerland : , : MDPI, , 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
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 electronic resource (210 p.)
Soggetto non controllato insurance
multiplicative background risk model
renewal process
dual risk model
collective risk model
risk measure
aggregate risk
Laplace transform
transfer function
risk management
risk theory
maximal tail dependence
constant interest rate
partial integro-differential equation
reinsurance
financial time series
spatial risk measures and corresponding axiomatic approach
central limit theorem
integral equation
Markovian arrival process
systematic risk
information processing
discounted aggregate claims
surplus process
weighted cuts
rate of spatial diversification
national culture
operational risk
covariance
cumulative Parisian ruin
spatial dependence
background risk
survival analysis
Monte Carlo
aggregate discounted claims
stochastic orders
order statistic
max-stable random fields
copulas
hazard model
multivariate gamma distribution
copula
advanced measurement approach
concomitant
archimedean copulas
rating migrations
ruin probability
clustering
confidence interval
individual risk model
numerical approximation
value-at-risk
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
Ren Jiandong  
MDPI - Multidisciplinary Digital Publishing Institute, 2020
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui