In recent years, China's increasing dependence on oil imports has raised major concerns about energy security and risk management. This paper examines China's extreme dependence on the global market using...
Understanding the dynamics of extreme observations, so-called spikes, in realtime electricity prices has a crucial role in risk management and trading. Yet the contemporaneous literature appears to be...
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More Risk management articles
We investigate the empirical performance of hedging strategies based on Greeks, such as Delta and Delta-Gamma, for (European-style) crude oil options in a generalized autoregressive conditional heteroscedasticity...
Carbon dioxide emissions represent a new traded asset that, in addition to reducing carbon dioxide emissions through cap-and-trade initiatives, can offer financial risk diversification benefits. In this...
Delegates warned to monitor external as well as internal risks
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Congress must act to improve co-operation
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OCC will leave banks to make their own judgements
Vary expected loss as economy changes, Felix says
Zero tolerance sounds good but useless for managers, conference hears
Cross-asset groups are increasingly in vogue, but patience is key
Russian bank's trading head says political crisis has not spilled into local markets
Total bill from penalties and lawsuits could reach “tens of billions,” some estimate
How Asian insurers can take the ERM function to the next stage
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