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Report NEP-RMG-2018-09-03
This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-RMG
The following items were announced in this report:
- Ruodu Wang & Johanna F. Ziegel, 2018, "Scenario-based Risk Evaluation," Papers, arXiv.org, number 1808.07339, Aug, revised May 2021.
- Kireum, Mercy, , "Estimating Catastrophic Loss In Kenyan Agriculture," 2016 Conference, August 25-26, Nelson, New Zealand, New Zealand Agricultural and Resource Economics Society, number 260800, DOI: 10.22004/ag.econ.260800.
- Ferriani, Fabrizio & Veronese, Giovanni, 2018, "U.S. shale producers: a case of dynamic risk management?," MPRA Paper, University Library of Munich, Germany, number 88279.
- Zachary Feinstein & Birgit Rudloff, 2018, "Scalar multivariate risk measures with a single eligible asset," Papers, arXiv.org, number 1807.10694, Jul, revised Feb 2021.
- Natalie Packham & Fabian Woebbeking, 2018, "A factor-model approach for correlation scenarios and correlation stress-testing," Papers, arXiv.org, number 1807.11381, Jul, revised Jan 2019.
- Anna Chernobai & Ali Ozdagli & Jianlin Wang, 2018, "Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies," 2018 Meeting Papers, Society for Economic Dynamics, number 1146.
- Samuel Antill & Asani Sarkar, 2018, "Is size everything?," Staff Reports, Federal Reserve Bank of New York, number 864, Aug.
- Elisa Al`os & David Garc'ia-Lorite & Aitor Muguruza, 2018, "On smile properties of volatility derivatives and exotic products: understanding the VIX skew," Papers, arXiv.org, number 1808.03610, Aug.
- Bullock, J. Bruce, , "Price Risk Management: Are Futures Markets Adequate?," Working Papers, University of Missouri Columbia, Department of Agricultural Economics, number 256557, DOI: 10.22004/ag.econ.256557.
- Hanming Fang & Zenan Wu, 2017, "Life Insurance and Life Settlement Markets with Overconfident Policyholders," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 17-005, Mar, revised 20 Mar 2017.
- Yukun Liu & Aleh Tsyvinski, 2018, "Risks and Returns of Cryptocurrency," NBER Working Papers, National Bureau of Economic Research, Inc, number 24877, Aug.
- Cipollaro, Maria & Sacchelli, Sandro, , "Demand and potential subsidy level for forest insurance market in Demand and potential subsidy level for forest insurance market in Italy," 2018 Seventh AIEAA Conference, June 14-15, Conegliano, Italy, Italian Association of Agricultural and Applied Economics (AIEAA), number 275647, DOI: 10.22004/ag.econ.275647.
- Lukas Pfeifer & Martin Hodula, 2018, "A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example," Working Papers, Czech National Bank, Research and Statistics Department, number 2018/5, May.
- Gori, Filippo, 2018, "Dissecting the ‘doom loop’: the bank-sovereign credit risk nexus during the US debt ceiling crisis," MPRA Paper, University Library of Munich, Germany, number 87994, Jul.
- Offermann, Frank & Efken, Josef & Ellßel, Raphaela & Hansen, Heiko & Klepper, Rainer & Weber, Sascha, , "Ausgewählte Instrumente zum Risikomanagement in der Landwirtschaft: Systematische Zusammenstellung und Bewertung," Thünen Working Paper, Johann Heinrich von Thünen-Institut (vTI), Federal Research Institute for Rural Areas, Forestry and Fisheries, number 257212, DOI: 10.22004/ag.econ.257212.
- Mark, Tyler B. & Burdine, Kenneth H. & Cessna, Jerry & Dohlman, Erik, , "The Effects of the Margin Protection Program for Dairy Producers," Economic Research Report, United States Department of Agriculture, Economic Research Service, number 262192, DOI: 10.22004/ag.econ.262192.