Is Corporate Social Responsibility investing a free lunch? The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis. [PDF]
Financ Res Lett, 2022 Lööf H, Sahamkhadam M, Stephan A.
europepmc +1 more source
Tail Dependence among Agricultural Insurance Indices: The Case of Iowa County-Level Rainfalls [PDF]
Index insurance has been promoted as a cost-effective risk management alternative for agricultural producers in developing countries. In this paper, we ask whether spatially separated weather variables commonly used in index insurance design, such as ...
Liu, Pu, Miranda, Mario J.
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OIL VOLATILITY-OF-VOLATILITY AND TAIL RISK OF COMMODITIES
Applied Finance LettersWe examine the information content of oil volatility-of-volatility (VOV), constructed from the past 1-month OVX (implied volatility in crude oil market), on the expected tail risk of commodities.
Yahua Xu +2 more
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Adaptive Premiums for Evolutionary Claims in Non-Life Insurance [PDF]
Rapid growth in heavy-tailed claim severity in commercial liability insurance requires insurer response by way of flexible mechanisms to update premiums.
Roger Gay
core
Tail Risk Mitigation with Managed Volatility Strategies
, 2017 Anna Dreyer, Stefan Hubrich
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EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES [PDF]
, 2022 Wenjun Jiang, Jiandong Ren
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MODELING MULTIVARIATE CROP YIELD DENSITIES WITH FREQUENT EXTREME EVENTS [PDF]
Measuring the lower tail of a crop yield distribution is important for managing agricultural production risk and rating crop insurance. Common parametric techniques encounter difficulties when attempting to model extreme yield events.
Chen, Shu-Ling, Miranda, Mario J.
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Tail asymptotic of Weibull-type risks [PDF]
, 2013 Enkelejd Hashorva, Zhichao Weng
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The Extreme Risk Problem for Monetary Policies of the Euro-Candidates [PDF]
We argue that monetary policies in euro-candidate countries should also aim at mitigating excessive instability of the key target and instrument variables of monetary policy during turbulent market periods.
Hubert Gabrisch, Lucjan T. Orlowski
core
CEO Turnover in Large Banks: Does Tail Risk Matter?
, 2017 Abhishek Srivastav +3 more
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