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Characteristics Of Risk In Extreme Events

Listed author(s):
  • Stelian STANCU


    (Academy of Economic Studied, Bucharest)

  • Ion Gh. ROSCA


    (Academy of Economic Studied, Bucharest)

  • Gabriela PRELIPCEAN


    (“Stefan cel Mare” University,Suceava)

  • Mariana LUPAN


    (“Stefan cel Mare” University,Suceava)

It is known that the environment and the human society often support the actions of some dangerous phenomena of different origins,natural or anthropogenic, that may cause destructive and brutal disturbances in some systems or default situations. In the following, some natural catastrophic events observed nowadays and their overall costs are presented. In the second part of the paper hazards and their risks assessment are described and also we emphasize the types of hazard, their effects and their associated risk assessment.The third part of the paper presents a study of portfolio risk using GARCH models (1.1), considering the daily returns of RASDAQ-C and BET indexes and the RON/EURO exchange rate, and also an analysis of the achieved results will be considered.

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Article provided by Institute of National Economy in its journal Romanian Journal of Economics.

Volume (Year): 33 (2011(XXI))
Issue (Month): 2(bis)(42) (December)
Pages: 16-29

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Handle: RePEc:ine:journl:v:2(bis):y:2011:i:42:p:16-29
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