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Report NEP-RMG-2022-08-29
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:
- Fabien Le Floc'h, 2022, "Roughness of the Implied Volatility," Papers, arXiv.org, number 2207.04930, Jul, revised Jul 2022.
- Kara Karpman & Samriddha Lahiry & Diganta Mukherjee & Sumanta Basu, 2022, "Exploring Financial Networks Using Quantile Regression and Granger Causality," Papers, arXiv.org, number 2207.10705, Jul, revised Jul 2022.
- Fantazzini, Dean, 2022, "Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death," MPRA Paper, University Library of Munich, Germany, number 113744.
- Griffith, Andrew P. & Boyer, Christopher N. & Kane, Ian, , "Literature Review: Price Risk Management Contributions to Economic Sustainability in the Cattle Industry," Extension Reports, University of Tennessee, Department of Agricultural and Resource Economics, number 322767, DOI: 10.22004/ag.econ.322767.
- Bhaskarjit Sarmah & Nayana Nair & Dhagash Mehta & Stefano Pasquali, 2022, "Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning," Papers, arXiv.org, number 2207.07183, Jul.
- Alexander Barzykin & Philippe Bergault & Olivier Gu'eant, 2022, "Dealing with multi-currency inventory risk in FX cash markets," Papers, arXiv.org, number 2207.04100, Jul, revised Oct 2023.
- Griffith, Andrew P. & Boyer, Christopher N. & Kane, Ian, , "Producer Focus Groups: Price Risk Management Contributions to Economic Sustainability in the Cattle Industry," Extension Reports, University of Tennessee, Department of Agricultural and Resource Economics, number 322768, DOI: 10.22004/ag.econ.322768.
- Giulia Peveri, 2022, "Modeling the risk of multimorbidity: An application of multistate models to the Swedish National March Cohort," Italian Stata Users' Group Meetings 2022, Stata Users Group, number 11, Jul.
- Vassilis Polimenis, 2022, "The Lepto-Variance of Stock Returns," Papers, arXiv.org, number 2207.04867, Jun, revised Oct 2022.
- Worley, Julian M. & Dorfman, Jeffrey H., 2022, "Perspective Is Everything: How Shifts in Firm Level Risk Perceptions Affect Optimal Production Plant Capital Investment Decisions," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322091, Aug, DOI: 10.22004/ag.econ.322091.
- Clements, Adam & Vasnev, Andrey, 2021, "Forecast combination puzzle in the HAR model," Working Papers, University of Sydney Business School, Discipline of Business Analytics, number BAWP-2021-01, Feb.
- Jun Lu & Shao Yi, 2022, "Autoencoding Conditional GAN for Portfolio Allocation Diversification," Papers, arXiv.org, number 2207.05701, Jun.
- Araba, Narjiss, 2022, "Organic markets: a safe haven from volatility," 96th Annual Conference, April 4-6, 2022, K U Leuven, Belgium, Agricultural Economics Society - AES, number 321209, Apr, DOI: 10.22004/ag.econ.321209.
- Muriuki, James M. & Fuad, Syed M. & Badruddoza, Syed, 2022, "Can Machine Learning Predict Defaults in Peer-to-Peer Small Loans?," 2022 Annual Meeting, July 31-August 2, Anaheim, California, Agricultural and Applied Economics Association, number 322533, Aug, DOI: 10.22004/ag.econ.322533.
- Ozili, Peterson K, 2021, "Managing climate change risk: a responsibility for politicians not Central Banks," MPRA Paper, University Library of Munich, Germany, number 113468.
- Andrea Giacomelli, 2022, "Mark to Target Information: idiosyncratic forward-looking information and its use to define primary ESG indicators," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2022:08.