Market risk, financial distress and firm performance in Vietnam. [PDF]
PLoS One, 2023 In 2021, when the Covid-19 pandemic had a severe impact on the economy, a significant number of enterprises in Vietnam temporarily suspended doing business. Previous studies have focused on either model for predicting bankruptcy and financial distress or
Vo DH.
europepmc +2 more sources
The impact of the COVID-19 pandemic on the global dynamic spillover of financial market risk. [PDF]
Front Public Health, 2022 The COVID-19 outbreak has greatly impacted the stability of the global financial markets. In the post-COVID-19 pandemic era, the risk contagion patterns of the global financial markets may change. This paper utilizes the conditional value-at-risk (ΔCoVaR)
Tan X, Ma S, Wang X, Feng C, Xiang L.
europepmc +2 more sources
Assessing the importance of the choice threshold in quantifying market risk under the POT approach (EVT) [PDF]
Risk Management, 2023 From a theoretical point of view, the selection of thresholds is a critical issue in the framework of the Peaks Over Threshold (POT) approach, which is why in the last decade numerous methodologies have been proposed for its selection.
Benito S, López-Martín C, Navarro M.
europepmc +2 more sources
International stock market risk contagion during the COVID-19 pandemic. [PDF]
Financ Res Lett, 2022 This paper examines the risk contagion among international stock markets during the COVID-19 pandemic by using the realized volatility information from sixteen major stock markets in the world. The empirical evidence based on the connectedness methods of
Liu Y, Wei Y, Wang Q, Liu Y.
europepmc +2 more sources
Scenario Generation for Market Risk Models Using Generative Neural Networks [PDF]
Risks, 2022 In this research study, we show how existing approaches of using generative adversarial networks (GANs) as economic scenario generators (ESG) can be extended to an entire internal market risk model—with enough risk factors to model the full band-width of
Solveig Flaig, Gero Junike
doaj +2 more sources
Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms [PDF]
Quantum, 2021 We introduce a quantum algorithm to compute the market risk of financial derivatives. Previous work has shown that quantum amplitude estimation can accelerate derivative pricing quadratically in the target error and we extend this to a quadratic error ...
N. Stamatopoulos +3 more
semanticscholar +1 more source
Non-targeted Screening of Unknown Chemical Hazards in Imported Children’s Textiles by GC-Orbitrap MS [PDF]
Zhipu Xuebao, 2023 The quality and safety of children’s textiles, especially chemical safety, is very important. The harm to children caused by using unsafe products is immeasurable.
LIU Ya-hui1 +6 more
doaj +1 more source
Risks and Risk Premiums in Commodity Markets [PDF]
, 2022 This thesis investigates risks and risk premiums in several different commodity markets. In commodity markets risks are measured by volatility and risk premiums. Risk premiums are the additional returns required by an investor to hold a risky asset in contrast to a risk free asset, which has a zero risk premium.
Handika, Rangga +5 more
openaire +2 more sources
Application of magnetic analyzers for detecting carburization of pyrolysis furnace tubes
Frontiers in Materials, 2023 Ethylene pyrolysis furnace is a key equipment in the ethylene production industry with the pyrolysis furnace tube being the core component of the system.
Chenyang Du +13 more
doaj +1 more source
Does Working Capital Management Influence Operating and Market Risk of Firms?
Risks, 2021 Extant empirical studies have predominantly focused on the nexus between working capital management (WCM) and corporate profitability. While there is a dearth of literature on the nexus between WCM and a firm’s risk, the present study examines Pakistani ...
A. Akbar +4 more
semanticscholar +1 more source