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
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Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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Basel, Switzerland : , : MDPI, , 2019 | ||
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Lo trovi qui: Univ. Federico II | ||
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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
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MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
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Lo trovi qui: Univ. Federico II | ||
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