Results 31 to 40 of about 5,864,540 (301)

Extreme energy prices forecasting: Application of alpha-recurrent neural network with generalised Pareto distribution

South African Journal of Science
Tail risk assessment is crucial in financial markets, especially for commodities such as Brent crude oil, where extreme price fluctuations pose a risk for investors and policymakers.
Kelebogile Bantsi, Katleho Makatjane
doaj   +1 more source

Global geopolitical risk and industrial tail risk in the Chinese stock market: a quantile-on-quantile connectedness approach

Frontiers in Physics
Global geopolitical risk (GPR) has increasingly become a pivotal driver of financial market volatility, understanding the impact of GPR on market tail risk is crucial, particularly as traditional models often overlook the complex, nonlinear dynamics ...
Jing Li, Yunzhong Li, Fujun Lai, An Li
doaj   +1 more source

Solid Pseudopapillary Neoplasm of the Pancreas in Children and Adolescents: Expert Recommendations

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Solid pseudopapillary neoplasm of the pancreas (SPN) is a rare low‐grade malignant exocrine pancreatic tumor, mostly discovered during the second decade of life in females, with a very good prognosis, provided microscopically complete surgical excision is achieved.
Sabine Irtan, Michael Abele, Calogero Virgone, Michaela Kuhlen, Ricardo Lopez‐Almarez, Tal Ben‐Ami, Ewa Bien, Maja Cesen, Malgorzata A. Krawczyk, Andrea Ferrari, Gianni Bisogno, Yves Reguerre, Dominik T. Schneider, Louise Galmiche, Jorg Fuchs, Sarah Braungart, Bilgehan Yalcin, Ines B. Brecht, Daniel Orbach   +18 more
wiley   +1 more source

Hybrid Tail Risk and Expected Stock Returns: When Does the Tail Wag the Dog? [PDF]

, 2011
This paper introduces a new, hybrid measure of covariance risk in the lower tail of the stock return distribution, motivated by the under-diversified portfolio holdings of individual investors, and investigates its performance in predicting the cross ...
Whitelaw, Robert F., Bali, Turan G., Cakici, Nusret   +2 more
core   +2 more sources

Backtesting value-at-risk based on tail losses

, 2010
Extreme losses caused by leverage and financial derivatives highlight the need to backtest Value-at-Risk (VaR) based on the sizes of tail losses, because the risk measure currently used disregards losses beyond the VaR boundary.
Wong, Woon K, Wong, Woon K.
core   +1 more source

Tail risk diversification strategy with flight-from-loss approach: Evidence from U.S. REITs

International Journal of Strategic Property Management
This study introduces a novel portfolio allocation strategy, the flight-from-loss approach, designed to diversify tail risk in the REIT market. The strategy reallocates capital toward assets that have historically outperformed during periods of extreme ...
Kang Mo Koo, Jeongseop Song
doaj   +1 more source

Beyond the Document: A Single‐Center Qualitative Study of Survivorship Care Plan Barriers and Opportunities Across Pediatric Oncology Stakeholders

Pediatric Blood &Cancer, EarlyView.
ABSTRACT Background Survivorship care plans (SCPs) summarize cancer treatment and guide risk‐based follow‐up for cancer survivors, yet remain difficult to create, share, and use. Stakeholder perspectives are needed to inform usable approaches.
Molly S. Talman, Emma Fleisher, Megan E. Salwei, Debra Friedman, Laurie Novak   +4 more
wiley   +1 more source

Skewness in energy returns: estimation, testing and implications for tail risk

, 2023
In this paper we estimate the skewness of the unconditional distribution of energy returns and test its statistical significance. We compare the performance of traditional and robust tests for skewness with those based on the implied unconditional ...
Ñíguez, T.M., Carnero, M.A., León, A.
core   +1 more source

Tail Risk Spillovers Between FinTech and Sustainability Sectors: Evidence from China Using Factor-Purged Quantile Connectedness

International Journal of Financial Studies
The rapid integration of FinTech and sustainability-oriented sectors is reshaping financial risk dynamics, particularly in emerging markets such as China.
Ke Peng, Muhammad Munir, Jifan Ren, Mariem Mejri   +3 more
doaj   +1 more source

Implied Tail Risk and ESG Ratings

Mathematics, 2021
This paper explores whether the high or low ESG rating of a company is related to the level of its implied tail risk, measured on the basis of derivative data by implied skewness and implied kurtosis.
Jingyan Zhang, Jan De Spiegeleer, Wim Schoutens   +2 more
doaj   +1 more source