Measuring risk spillover effects on dry bulk shipping market: a value-at-risk approach

Maritime Policy & Management ◽

10.1080/03088839.2021.1889064 ◽

2021 ◽

pp. 1-19

Author(s):

Jialin Yang ◽

Xin Zhang ◽

Ying-En Ge

Keyword(s):

At Risk ◽

Value At Risk ◽

Spillover Effects ◽

A Value ◽

Bulk Shipping ◽

Risk Approach ◽

Risk Spillover Effects

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Exploring the risk spillover effects between carbon market and electricity market: A bidimensional empirical mode decomposition based conditional value at risk approach

International Review of Economics & Finance ◽

10.1016/j.iref.2020.01.003 ◽

2020 ◽

Vol 67 ◽

pp. 163-175 ◽

Author(s):

Bangzhu Zhu ◽

Liqing Huang ◽

Lili Yuan ◽

Shunxin Ye ◽

Ping Wang

Keyword(s):

At Risk ◽

Empirical Mode Decomposition ◽

Electricity Market ◽

Value At Risk ◽

Spillover Effects ◽

Conditional Value At Risk ◽

Mode Decomposition ◽

Risk Approach ◽

Bidimensional Empirical Mode Decomposition ◽

Risk Spillover Effects

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Central bank vulnerability and the credibility of its commitments: a value-at-risk approach

The Journal of Risk ◽

10.21314/jor.1999.017 ◽

1999 ◽

Vol 2 (1) ◽

pp. 37-55 ◽

Author(s):

Mario Blejer ◽

Liliana Schumacher

Keyword(s):

At Risk ◽

Central Bank ◽

Value At Risk ◽

A Value ◽

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Do hedge funds have enough capital? A value-at-risk approach

Journal of Financial Economics ◽

10.1016/j.jfineco.2004.06.005 ◽

2005 ◽

Vol 77 (1) ◽

pp. 219-253 ◽

Author(s):

A GUPTA ◽

B LIANG

Keyword(s):

At Risk ◽

Hedge Funds ◽

Value At Risk ◽

A Value ◽

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Asset/Liability Management of German Life Insurance Companies: A Value-at-Risk Approach in the Presence of Interest Rate Guarantees

Risk Management ◽

10.1007/3-540-26993-2_20 ◽

2005 ◽

pp. 407-419

Author(s):

Peter Albrecht ◽

Carsten Weber

Keyword(s):

At Risk ◽

Interest Rate ◽

Life Insurance ◽

Value At Risk ◽

Insurance Companies ◽

Asset Liability Management ◽

Liability Management ◽

A Value ◽

Risk Approach ◽

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A Value at Risk Approach to Risk-Return Analysis

The Journal of Portfolio Management ◽

10.3905/jpm.2004.412328 ◽

2004 ◽

Vol 30 (3) ◽

pp. 124-127

Author(s):

Xueting Huang

Keyword(s):

At Risk ◽

Value At Risk ◽

Risk Return ◽

A Value ◽

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Pricing and two-dimensional warranty policy of multi-products with online and offline channels using a value-at-risk approach

Computers & Industrial Engineering ◽

10.1016/j.cie.2020.106674 ◽

2020 ◽

Vol 148 ◽

pp. 106674 ◽

Author(s):

Ata Allah Taleizadeh ◽

Mahdi Mokhtarzadeh

Keyword(s):

At Risk ◽

Value At Risk ◽

Two Dimensional ◽

A Value ◽

Risk Approach ◽

Offline Channels

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A Value at Risk Approach to Risk–Return Analysis

10.2469/dig.v30.n1.647 ◽

2000 ◽

Vol 30 (1) ◽

pp. 100-100

Author(s):

Stephen M. Horan

Keyword(s):

At Risk ◽

Value At Risk ◽

Risk Return ◽

A Value ◽

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Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

Quantitative Finance ◽

10.1080/713665877 ◽

2001 ◽

Vol 1 (5) ◽

pp. 542-551 ◽

Author(s):

P. Silvapulle ◽

C.W.J. Granger

Keyword(s):

At Risk ◽

Value At Risk ◽

Portfolio Diversification ◽

Conditional Correlation ◽

A Value ◽

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Compensation Policies and Risk in Service Level Agreements: A Value-at-Risk Approach under the ON-OFF Service Model

Economics of Converged, Internet-Based Networks - Lecture Notes in Computer Science ◽

10.1007/978-3-642-24547-3_2 ◽

2011 ◽

pp. 2-13 ◽

Author(s):

Loretta Mastroeni ◽

Maurizio Naldi

Keyword(s):

At Risk ◽

Value At Risk ◽

Service Level ◽

Service Level Agreements ◽

Service Model ◽

A Value ◽

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Spillover Effects among Financial Institutions: A State-Dependent Sensitivity Value-at-Risk Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2267853 ◽

2012 ◽

Author(s):

Zeno Adams ◽

Roland Füss ◽

Reint Gropp

Keyword(s):

At Risk ◽

Financial Institutions ◽

Value At Risk ◽

Spillover Effects ◽

State Dependent ◽

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