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Risks / MDPI

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
17
Impact Factor (IF)
0.7
5 Years IF
0.62
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2013 0 0.56 0.08 0 13 13 41 1 1 0 0 0 1 0.08 0.24
2014 0.46 0.55 0.28 0.46 26 39 159 11 12 13 6 13 6 5 45.5 5 0.19 0.23
2015 0.72 0.55 0.41 0.72 31 70 70 29 41 39 28 39 28 3 10.3 0 0.23
2016 0.53 0.53 0.36 0.47 51 121 164 44 85 57 30 70 33 3 6.8 7 0.14 0.21
2017 0.26 0.54 0.3 0.31 63 184 199 55 141 82 21 121 38 17 30.9 16 0.25 0.22
2018 0.45 0.56 0.39 0.47 146 330 427 129 270 114 51 184 87 51 39.5 22 0.15 0.24
2019 0.53 0.58 0.51 0.5 123 453 424 228 499 209 110 317 157 50 21.9 38 0.31 0.23
2020 0.66 0.7 0.55 0.58 143 596 285 329 828 269 178 414 239 75 22.8 34 0.24 0.33
2021 0.8 0.87 0.65 0.68 225 821 377 536 1364 266 212 526 356 115 21.5 80 0.36 0.32
2022 0.7 1 0.61 0.62 243 1064 159 644 2008 368 257 700 437 101 15.7 75 0.31 0.31
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12014An Academic Response to Basel 3.5. (2014). Puccetti, Giovanni ; Ruschendorf, Ludger ; Beleraj, Antonela ; Wang, Ruodu ; Embrechts, Paul. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505.

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76
22018Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Hassani, Bertrand ; Guegan, Dominique ; Addo, Peter Martey. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:38-:d:141267.

Full description at Econpapers || Download paper

48
32020A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models. (2020). Teichmann, Josef ; Khosrawi, Wahid ; Cuchiero, Christa. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:101-:d:420515.

Full description at Econpapers || Download paper

36
42019Pricing Options and Computing Implied Volatilities using Neural Networks. (2019). Oosterlee, Cornelis ; Bohte, Sander M ; Liu, Shuaiqiang. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:16-:d:204491.

Full description at Econpapers || Download paper

34
52017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105.

Full description at Econpapers || Download paper

34
62016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Lee, Gee ; Yang, LU. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

Full description at Econpapers || Download paper

29
72019Machine Learning in Banking Risk Management: A Literature Review. (2019). Maddulety, K ; Sharma, Suneel ; Leo, Martin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:29-:d:211265.

Full description at Econpapers || Download paper

28
82019High Frequency Price Change Spillovers in Bitcoin Markets. (2019). Giudici, Paolo ; Pagnottoni, Paolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:111-:d:282751.

Full description at Econpapers || Download paper

27
92019Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices. (2019). Sharma, Gagan ; Jain, Mansi ; Srivastava, Mrinalini. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:15-:d:203150.

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26
102020Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Agosto, Arianna ; Cafferata, Alessia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546.

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25
112021COVID-19 Pandemic and Investor Herding in International Stock Markets. (2021). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Nel, Jacobus. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:168-:d:634456.

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23
122018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

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22
132013Evaluating Risk Measures and Capital Allocations Based on Multi-Losses Driven by a Heavy-Tailed Background Risk: The Multivariate Pareto-II Model. (2013). Zitikis, Riardas ; Vernic, Raluca ; Asimit, Alexandru V.. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:1:p:14-33:d:23978.

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19
142018Stochastic Modeling of Wind Derivatives in Energy Markets. (2018). Lavagnini, Silvia ; di Persio, Luca ; Benth, Fred Espen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:56-:d:146703.

Full description at Econpapers || Download paper

19
152018A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies. (2018). Korn, Ralf ; Nikoli, Zoran ; Krah, Anne-Sophie. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:62-:d:151752.

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18
1620141980–2008: The Illusion of the Perpetual Money Machine and What It Bodes for the Future. (2014). Cauwels, Peter ; Sornette, Didier. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:2:p:103-131:d:34639.

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18
172019Bankruptcy Risk, Its Financial Determinants and Reporting Delays: Do Managers Have Anything to Hide?. (2019). Maria-del-Mar Camacho-Miñano, ; Lukason, Oliver. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:77-:d:246370.

Full description at Econpapers || Download paper

17
182017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

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16
192018A Simple Traffic Light Approach to Backtesting Expected Shortfall. (2018). Curran, Michael ; Costanzino, Nick. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:1:p:2-:d:126009.

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16
202021Supply Chain Risk Management: Literature Review. (2021). Johny, Jestin ; Gurtu, Amulya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:16-:d:475712.

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16
212015The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870.

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16
222018An Individual Claims History Simulation Machine. (2018). Wuthrich, Mario V ; Gabrielli, Andrea. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:29-:d:138840.

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16
232019Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193.

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15
242020Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902.

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15
252014Catastrophe Insurance Modeled by Shot-Noise Processes. (2014). Schmidt, Thorsten. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:3-24:d:33264.

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15
262016Community Analysis of Global Financial Markets. (2016). Vodenska, Irena ; Havlin, Shlomo ; Zhou, DI ; Stanley, Eugene H ; Kenett, Dror Y ; Becker, Alexander P. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:13-:d:70032.

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13
272016A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework. (2016). Luo, Xiaolin ; Shevchenko, Pavel V. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:22-:d:73342.

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13
282018Cryptocurrencies and Exchange Rates: A Relationship and Causality Analysis. (2018). Corelli, Angelo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:111-:d:174110.

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13
292021Earnings Management, Related Party Transactions and Corporate Performance: The Moderating Role of Internal Control. (2021). Tarighi, Hossein ; Appolloni, Andrea ; Zimon, Grzegorz ; Daneshpou, Ebrahim ; Shahmohammadi, Seyedmohammadali. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:146-:d:616112.

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12
302018CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

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12
312019Application of Machine Learning to Mortality Modeling and Forecasting. (2019). Pizzorusso, Virginia ; Levantesi, Susanna. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:26-:d:209175.

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12
322019The OFR Financial Stress Index. (2019). Monin, Phillip J. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:25-:d:209064.

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12
332019Individual Loss Reserving Using a Gradient Boosting-Based Approach. (2019). Pigeon, Mathieu ; Duval, Francis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:79-:d:247985.

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11
342014A Note on the Fundamental Theorem of Asset Pricing under Model Uncertainty. (2014). Bayraktar, Erhan ; Zhou, Zhou ; Zhang, Yuchong. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:4:p:425-433:d:41048.

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11
352019Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617.

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11
362016The Wasserstein Metric and Robustness in Risk Management. (2016). Stahl, Gerhard ; Rhlicke, Robin ; Kiesel, Rdiger ; Zheng, Jinsong. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:3:p:32-:d:77044.

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11
372016Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments. (2016). Peters, Gareth W ; Ye, Wilson ; Gerlach, Richard H. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:2:p:14-:d:70470.

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11
382013A Risk Model with an Observer in a Markov Environment. (2013). Ivanovs, Jevgenijs ; Albrecher, Hansjorg. In: Risks. RePEc:gam:jrisks:v:1:y:2013:i:3:p:148-161:d:30342.

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11
392017Bounded Brownian Motion. (2017). Carr, Peter. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:61-:d:119375.

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10
402019DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719.

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10
412021Risk of Fear and Anxiety in Utilising Health App Surveillance Due to COVID-19: Gender Differences Analysis. (2021). Albugami, Moteb ; Masadeh, Raed ; Alsyouf, Adi ; Alsubahi, Nizar ; Lutfi, Abdalwali ; Al-Bsheish, Mohammad. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:179-:d:651506.

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10
422019Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits. (2019). Laub, Patrick ; Asmussen, Soren ; Yang, Hailiang. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:17-:d:204956.

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10
432021Deep Hedging under Rough Volatility. (2021). Nuri, A ; Teichmann, Josef ; Horvath, Blanka. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:138-:d:597662.

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10
442020General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592.

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10
452019An Innovative Framework for Risk Management in Construction Projects in Developing Countries: Evidence from Pakistan. (2019). Raheel, Syyed Adnan ; Waqar, Ahsan ; Nawaz, Ahsan ; Khalid, Muhammad Irslan ; Sajid, Muhammad. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:24-:d:208853.

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9
462021Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak. (2021). Aysan, Ahmet ; Ul, Asad ; Topuz, Humeyra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:74-:d:535495.

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9
472018RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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9
482019Determining Distribution for the Product of Random Variables by Using Copulas. (2019). Wong, Wing-Keung ; Pho, Kim-Hung ; Ly, Sel. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:23-:d:208857.

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9
492017Exposure as Duration and Distance in Telematics Motor Insurance Using Generalized Additive Models. (2017). Guillen, Montserrat ; Cote, Steven ; Boucher, Jean-Philippe. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:54-:d:113169.

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9
502019Claim Watching and Individual Claims Reserving Using Classification and Regression Trees. (2019). Moriconi, Franco ; de Felice, Massimo . In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:102-:d:275926.

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9
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020A Generative Adversarial Network Approach to Calibration of Local Stochastic Volatility Models. (2020). Teichmann, Josef ; Khosrawi, Wahid ; Cuchiero, Christa. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:101-:d:420515.

Full description at Econpapers || Download paper

32
22019Pricing Options and Computing Implied Volatilities using Neural Networks. (2019). Oosterlee, Cornelis ; Bohte, Sander M ; Liu, Shuaiqiang. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:16-:d:204491.

Full description at Econpapers || Download paper

25
32019Machine Learning in Banking Risk Management: A Literature Review. (2019). Maddulety, K ; Sharma, Suneel ; Leo, Martin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:29-:d:211265.

Full description at Econpapers || Download paper

24
42014An Academic Response to Basel 3.5. (2014). Puccetti, Giovanni ; Ruschendorf, Ludger ; Beleraj, Antonela ; Wang, Ruodu ; Embrechts, Paul. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:25-48:d:33505.

Full description at Econpapers || Download paper

24
52018Credit Risk Analysis Using Machine and Deep Learning Models. (2018). Hassani, Bertrand ; Guegan, Dominique ; Addo, Peter Martey. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:38-:d:141267.

Full description at Econpapers || Download paper

23
62021COVID-19 Pandemic and Investor Herding in International Stock Markets. (2021). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Nel, Jacobus. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:168-:d:634456.

Full description at Econpapers || Download paper

23
72019High Frequency Price Change Spillovers in Bitcoin Markets. (2019). Giudici, Paolo ; Pagnottoni, Paolo. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:111-:d:282751.

Full description at Econpapers || Download paper

23
82020Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Agosto, Arianna ; Cafferata, Alessia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546.

Full description at Econpapers || Download paper

22
92019Can Sustainable Investment Yield Better Financial Returns: A Comparative Study of ESG Indices and MSCI Indices. (2019). Sharma, Gagan ; Jain, Mansi ; Srivastava, Mrinalini. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:15-:d:203150.

Full description at Econpapers || Download paper

22
102017Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates. (2017). Shang, Han Lin ; Gao, Yuan. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:21-:d:94105.

Full description at Econpapers || Download paper

18
112018Stochastic Modeling of Wind Derivatives in Energy Markets. (2018). Lavagnini, Silvia ; di Persio, Luca ; Benth, Fred Espen. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:56-:d:146703.

Full description at Econpapers || Download paper

16
122016Multivariate Frequency-Severity Regression Models in Insurance. (2016). Frees, Edward W ; Lee, Gee ; Yang, LU. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:1:p:4-:d:64467.

Full description at Econpapers || Download paper

16
132021Supply Chain Risk Management: Literature Review. (2021). Johny, Jestin ; Gurtu, Amulya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:1:p:16-:d:475712.

Full description at Econpapers || Download paper

16
142020Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902.

Full description at Econpapers || Download paper

14
152019Bankruptcy Risk, Its Financial Determinants and Reporting Delays: Do Managers Have Anything to Hide?. (2019). Maria-del-Mar Camacho-Miñano, ; Lukason, Oliver. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:77-:d:246370.

Full description at Econpapers || Download paper

13
162021Earnings Management, Related Party Transactions and Corporate Performance: The Moderating Role of Internal Control. (2021). Tarighi, Hossein ; Appolloni, Andrea ; Zimon, Grzegorz ; Daneshpou, Ebrahim ; Shahmohammadi, Seyedmohammadali. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:8:p:146-:d:616112.

Full description at Econpapers || Download paper

12
172018A Least-Squares Monte Carlo Framework in Proxy Modeling of Life Insurance Companies. (2018). Korn, Ralf ; Nikoli, Zoran ; Krah, Anne-Sophie. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:62-:d:151752.

Full description at Econpapers || Download paper

11
182018On Exactitude in Financial Regulation: Value-at-Risk, Expected Shortfall, and Expectiles. (2018). Chen, James Ming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:61-:d:150249.

Full description at Econpapers || Download paper

11
192019The OFR Financial Stress Index. (2019). Monin, Phillip J. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:25-:d:209064.

Full description at Econpapers || Download paper

11
202021Deep Hedging under Rough Volatility. (2021). Nuri, A ; Teichmann, Josef ; Horvath, Blanka. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:7:p:138-:d:597662.

Full description at Econpapers || Download paper

10
212019Measuring and Allocating Systemic Risk. (2019). Brunnermeier, Markus ; Cheridito, Patrick. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:46-:d:226193.

Full description at Econpapers || Download paper

10
222021Risk of Fear and Anxiety in Utilising Health App Surveillance Due to COVID-19: Gender Differences Analysis. (2021). Albugami, Moteb ; Masadeh, Raed ; Alsyouf, Adi ; Alsubahi, Nizar ; Lutfi, Abdalwali ; Al-Bsheish, Mohammad. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:179-:d:651506.

Full description at Econpapers || Download paper

10
232018An Individual Claims History Simulation Machine. (2018). Wuthrich, Mario V ; Gabrielli, Andrea. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:29-:d:138840.

Full description at Econpapers || Download paper

10
242017Asymmetric Return and Volatility Transmission in Conventional and Islamic Equities. (2017). Suleman, Tahir ; Umar, Zaghum. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:2:p:22-:d:94407.

Full description at Econpapers || Download paper

10
252019Application of Machine Learning to Mortality Modeling and Forecasting. (2019). Pizzorusso, Virginia ; Levantesi, Susanna. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:26-:d:209175.

Full description at Econpapers || Download paper

9
262019Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits. (2019). Laub, Patrick ; Asmussen, Soren ; Yang, Hailiang. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:17-:d:204956.

Full description at Econpapers || Download paper

9
272021Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak. (2021). Aysan, Ahmet ; Ul, Asad ; Topuz, Humeyra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:74-:d:535495.

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9
282018Cryptocurrencies and Exchange Rates: A Relationship and Causality Analysis. (2018). Corelli, Angelo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:111-:d:174110.

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292021The Use of Discriminant Analysis to Assess the Risk of Bankruptcy of Enterprises in Crisis Conditions Using the Example of the Tourism Sector in Poland. (2021). Gawlik, Agnieszka ; Wieprow, Joanna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:78-:d:537746.

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302020General Compound Hawkes Processes in Limit Order Books. (2020). Huffman, Aiden ; Swishchuk, Anatoliy. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:1:p:28-:d:332592.

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312019Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617.

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322019Individual Loss Reserving Using a Gradient Boosting-Based Approach. (2019). Pigeon, Mathieu ; Duval, Francis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:79-:d:247985.

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332020Exchange Rate, Gold Price, and Stock Market Nexus: A Quantile Regression Approach. (2020). Ur, Ramiz ; Mangla, Inayat Ullah ; Ali, Rizwan ; Ahmad, Muhammad Ishfaq ; Naseem, Muhammad Akram ; Xue, Wuzhao. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:86-:d:400179.

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342021A Critical Analysis of Volatility Surprise in Bitcoin Cryptocurrency and Other Financial Assets. (2021). Dhamdhere, Pradeep ; Izadi, Javad ; Doumenis, Yianni ; Koufopoulos, Dimitrios ; Katsikas, Epameinondas. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:207-:d:677651.

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352021Machine Learning Approaches for Auto Insurance Big Data. (2021). Ming, Ruixing ; Hanafy, Mohamed. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:42-:d:502813.

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362021Intellectual Capital and Innovation Performance: Systematic Literature Review. (2021). Haddad, Hossam ; Hussin, Nazimah ; Ali, Mostafa A ; Abed, Ibtihal A ; Al-Araj, Reem. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:170-:d:637586.

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372021FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead. (2021). Wendt, Stefan ; Rupeika-Apoga, Ramona. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:181-:d:656248.

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382015The Financial Stress Index: Identification of Systemic Risk Conditions. (2015). Oet, Mikhail ; Ong, Stephen J ; Dooley, John M. In: Risks. RePEc:gam:jrisks:v:3:y:2015:i:3:p:420-444:d:55870.

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392014Catastrophe Insurance Modeled by Shot-Noise Processes. (2014). Schmidt, Thorsten. In: Risks. RePEc:gam:jrisks:v:2:y:2014:i:1:p:3-24:d:33264.

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402020Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?. (2020). de Giuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina ; DeGiuli, Maria Elena . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452.

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412019An Innovative Framework for Risk Management in Construction Projects in Developing Countries: Evidence from Pakistan. (2019). Raheel, Syyed Adnan ; Waqar, Ahsan ; Nawaz, Ahsan ; Khalid, Muhammad Irslan ; Sajid, Muhammad. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:1:p:24-:d:208853.

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422020A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics. (2020). Szolgyenyi, Michaela ; Steinicke, Alexander ; Kremsner, Stefan. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:136-:d:459366.

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432018CoRisk: Credit Risk Contagion with Correlation Network Models. (2018). Parisi, Laura ; Giudici, Paolo. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:3:p:95-:d:169274.

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442021Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters. (2021). Holzmann, Robert ; Bravo, Jorge ; Ayuso, Mercedes ; Palmer, Edward. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:96-:d:554249.

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452020Die Hard: Probability of Default and Soft Information. (2020). Matthias, Massimo ; Giammarino, Michele ; Gabbi, Giampaolo. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:46-:d:357662.

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462017Exposure as Duration and Distance in Telematics Motor Insurance Using Generalized Additive Models. (2017). Guillen, Montserrat ; Cote, Steven ; Boucher, Jean-Philippe. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:4:p:54-:d:113169.

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472021Economic Policy Uncertainty and Cryptocurrency Market as a Risk Management Avenue: A Systematic Review. (2021). Chupradit, Supat ; Maneengam, Apichit ; Ul, Inzamam ; Huo, Chunhui ; Suksatan, Wanich. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:9:p:163-:d:630889.

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482019Can Machine Learning-Based Portfolios Outperform Traditional Risk-Based Portfolios? The Need to Account for Covariance Misspecification. (2019). Jain, Shashi. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:74-:d:245327.

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492020Why to Buy Insurance? An Explainable Artificial Intelligence Approach. (2020). Giudici, Paolo ; Gramegna, Alex. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:137-:d:461564.

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502018Risk of Bankruptcy, Its Determinants and Models. (2018). Mokrišová, Martina ; Horváthová, Jarmila ; Mokriova, Martina ; Horvathova, Jarmila. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:117-:d:174784.

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Citing documents used to compute impact factor: 257
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2022Machine Learning in Ratemaking, an Application in Commercial Auto Insurance. (2022). Hartman, Brian ; Matthews, Spencer. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:80-:d:789292.

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2022Uncertainty of Claims Provisions from the Analysis of Financial Statements. (2022). Fernandes, Guilherme Rodovalho ; Cazzari, Roberto Bomgiovani. In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration). RePEc:abg:anprac:v:26:y:2022:i:3:1510.

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2022Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business. (2022). Mokrisova, Martina ; Rovnak, Martin ; Bakon, Matus ; Barlak, Jan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:171-:d:899780.

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2022Dynamic Bivariate Mortality Modelling. (2022). Jiao, Ying ; Wang, Shihua ; Salhi, Yahia. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09955-0.

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2022Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB. (2022). Swishchuk, Anatoliy ; Contreras, Ana Roldan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:8:p:160-:d:883480.

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2022Unprofitability of food market investments. (2022). Auer, Benjamin R ; Vinzelberg, Anja. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:43:y:2022:i:7:p:2887-2910.

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2022Exploring the dependencies among main cryptocurrency log?returns: A hidden Markov model. (2022). Bartolucci, Francesco ; Forte, Gianfranco ; Pennoni, Fulvia ; Ametrano, Ferdinando. In: Economic Notes. RePEc:bla:ecnote:v:51:y:2022:i:1:n:e12193.

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2022The asymmetric effects of oil price shocks and uncertainty on non-ferrous metal market: Based on quantile regression. (2022). Li, Hailing ; Zhu, Xuehong ; Chen, Ying. In: Energy. RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002687.

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2022Avoiding zero probability events when computing Value at Risk contributions: a Malliavin calculus approach. (2020). Targino, Rodrigo ; Saporito, Yuri F. In: Papers. RePEc:arx:papers:2004.13235.

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2022Avoiding zero probability events when computing Value at Risk contributions. (2022). Targino, Rodrigo ; Saporito, Yuri ; Koike, Takaaki. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:173-192.

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2022Modeling Path-Dependent State Transition by a Recurrent Neural Network. (2022). Yang, Bill Huajian. In: MPRA Paper. RePEc:pra:mprapa:114188.

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2022Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network. (2022). Cossette, H'Elene ; Besse, Camille ; Chaoubi, Ihsan ; Cot, Marie-Pier. In: Papers. RePEc:arx:papers:2201.13267.

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2022mCube: Multinomial Micro-level reserving Model. (2022). Verdonck, Tim ; van Oirbeek, Robin ; Ponnet, Jolien ; Menvouta, Emmanuel Jordy. In: Papers. RePEc:arx:papers:2212.00101.

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2022Analysis of critical events in the correlation dynamics of cryptocurrency market. (2022). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007354.

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2022The return of (I)DeFiX. (2022). Jimenez-Garces, Sonia ; Dumas, Jean-Guillaume ; Oiman, Florentina. In: Working Papers. RePEc:hal:wpaper:hal-03625891.

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2022The return of (I)DeFiX. (2022). Jimenez-Garces, Sonia ; Dumas, Guillaume ; Csoiman, Florentina. In: Papers. RePEc:arx:papers:2204.00251.

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2022Uncertainty and Risk in the Cryptocurrency Market. (2022). Almeida, Dora ; Dionisio, Andreia ; Vieira, Isabel ; Ferreira, Paulo. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:11:p:532-:d:972292.

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2022Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models. (2022). Afjal, Mohd ; Sajeev, Kavya Clanganthuruthil. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:6:d:10.1007_s43546-022-00219-0.

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2022Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models. (2022). Chava, Sudheer ; Nanda, Vikram ; Rosso, Paolo ; Mittal, Vivek ; Agarwal, Shivam ; Sawhney, Ramit. In: Papers. RePEc:arx:papers:2206.06320.

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2022Speculative bubble tendencies in time series of Bitcoin market prices. (2022). Fernandez, Amilcar Orlian ; Demmler, Michael. In: Revista Cuadernos de Economía. RePEc:col:000093:020203.

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2022Impacto económico y social de la formalización laboral en México. (2022). del Carmen, Maria ; Beltran, Luz Dary ; Ortiz, David Robles. In: Revista Cuadernos de Economía. RePEc:col:000093:020204.

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2022Sentiment, Google queries and explosivity in the cryptocurrency market. (2022). Pagnottoni, Paolo ; Cerchiello, Paola ; Agosto, Arianna. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:605:y:2022:i:c:s0378437122006380.

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2022Methods in Econophysics: Estimating the Probability Density and Volatility. (2022). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.10178.

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2022Pricing Options with Vanishing Stochastic Volatility. (2022). Mastroeni, Loretta. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:175-:d:907333.

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2022Personality traits, religiosity, income, and tax evasion attitudes: An exploratory study in Lebanon. (2022). Sidani, Yusuf ; Khalil, Sandra. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:47:y:2022:i:c:s1061951822000246.

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2022A multilayer approach for systemic risk in the insurance sector. (2022). Cornaro, Alessandra ; Clemente, Gian Paolo. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006087.

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2022Libra or Librae? Basket based stablecoins to mitigate foreign exchange volatility spillovers. (2022). Giudici, Paolo ; Pagnottoni, Paolo ; Leach, Thomas. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001355.

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2022Effective transfer entropy to measure information flows in credit markets. (2022). Pagnottoni, Paolo ; Caserini, Nicolo Andrea. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:31:y:2022:i:4:d:10.1007_s10260-021-00614-1.

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2022Dynamic effects of network exposure on equity markets. (2022). Volkov, Vladimir ; Kangogo, Moses ; Dungey, Mardi. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00210-y.

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2022Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum. (2022). Katarzyna, Wosik ; Wojciech, Wider ; Konrad, Sobaski ; Blanka, T. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:58:y:2022:i:4:p:351-370:n:6.

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2022Special Issue “Cyber Risk and Security”. (2022). Dacorogna, Michel ; Kratz, Marie. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:112-:d:826368.

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2022Cyber risk and cybersecurity: a systematic review of data availability. (2022). Materne, Stefan ; Murphy, Finbarr ; Mullins, Martin ; Kia, Arash N ; Fortmann, Michael ; Sheehan, Barry ; Cremer, Frank. In: The Geneva Papers on Risk and Insurance - Issues and Practice. RePEc:pal:gpprii:v:47:y:2022:i:3:d:10.1057_s41288-022-00266-6.

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2022A Model of Risk Information Disclosures in Non-Financial Corporate Reports of Socially Responsible Energy Companies in Poland. (2022). , Faridullah ; Loopesko, Windham Eugene ; Szczepankiewicz, Elbieta Izabela ; Ullah, Farid. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:7:p:2601-:d:785826.

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2022Determinants of Default Probability for Audited and Unaudited SMEs Under Stressed Conditions in Zimbabwe. (2022). Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:11:p:274-:d:963571.

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2022A framework for managing regulatory policy life-cycle challenges: an empirical design. (2022). Drew, Steve ; Alrabiah, Abdulrahman. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:23:y:2022:i:2:d:10.1057_s41261-021-00158-0.

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2022Copula Modelling to Analyse Financial Data. (2022). Liu, Shuangzhe ; Dewick, Paul R. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:104-:d:758384.

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2022The Impact of Gender and Age on Earnings Management Practices of Public Enterprises – A Case Study of Belgrade. (2022). Bojicic, Radica ; Knezevic, Goranka ; Pavlovic, Vladan. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:3:p:130-148.

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2022Stability of profits and earnings management in the transport sector of Visegrad countries. (2022). Novak, Andrej ; Bugaj, Martin ; Sedlackova, Alena Novak ; Kliestik, Tomas. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:13:y:2022:i:2:p:475-509.

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2022Asymmetric effects of non-ferrous metal price shocks on clean energy stocks: Evidence from a quantile-on-quantile method. (2022). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Resources Policy. RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002446.

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2022Supervised Machine Learning Classification for Short Straddles on the S&P500. (2022). Larcher, Gerhard ; Kofler, Johannes ; Desmettre, Sascha ; Seidl, Philipp ; Brunhuemer, Alexander. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:235-:d:999165.

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2022Economic policy uncertainty, oil price volatility and stock market returns: Evidence from a nonlinear model. (2022). Ma, Yong ; Du, Wanying ; Wang, Yunyuan ; Liu, Xiaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001176.

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2022The transition of the global financial markets connectedness during the COVID-19 pandemic. (2022). Yamaka, Woraphon ; Jaipong, Peemmawat ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001516.

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2022Weighted Elo rating for tennis match predictions. (2022). De Angelis, Luca ; Angelini, Giovanni ; Candila, Vincenzo. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:1:p:120-132.

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2022A study of forecasting tennis matches via the Glicko model. (2022). Hsiao, Li-Chen ; Hsieh, Ming-Hui ; Chou, Elizabeth P ; Yue, Jack C. In: PLOS ONE. RePEc:plo:pone00:0266838.

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2022Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph
2022Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks. (2022). Moln, G'Abor ; Csabai, Istv'an ; Kuns, S'Andor. In: Papers. RePEc:arx:papers:2208.14038.

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2022Derivatives of feed-forward neural networks and their application in real-time market risk management. (2022). Neumann, Dirk ; Ratku, Antal. In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:44:y:2022:i:3:d:10.1007_s00291-022-00672-1.

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2022.

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2022Estimating risks of option books using neural-SDE market models. (2022). Cohen, Samuel N ; Wang, Sheng ; Reisinger, Christoph. In: Papers. RePEc:arx:papers:2202.07148.

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2022Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints. (2022). Gueye, Djibril ; Dixon, Matthew ; Cr, St'Ephane ; Cousin, Areski ; Chataigner, Marc. In: Papers. RePEc:arx:papers:2212.09957.

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2022.

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2022Some Optimisation Problems in Insurance with a Terminal Distribution Constraint. (2022). Salterini, Benedetta ; Eisenberg, Julia ; Colaneri, Katia. In: Papers. RePEc:arx:papers:2206.04680.

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2022Mixed poisson regression models with varying dispersion arising from non-conjugate mixing distributions. (2022). Ho, Ryan ; Hong, Natalia ; Tzougas, George. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113616.

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2022Reinforcement Learning with Dynamic Convex Risk Measures. (2022). Jaimungal, Sebastian ; Coache, Anthony. In: Papers. RePEc:arx:papers:2112.13414.

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2022Risk-Neutral Market Simulation. (2022). Wiese, Magnus ; Murray, Phillip. In: Papers. RePEc:arx:papers:2202.13996.

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2022Reinforcement learning and stochastic optimisation. (2022). Jaimungal, Sebastian. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:1:d:10.1007_s00780-021-00467-2.

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2022Calibration of local?stochastic volatility models by optimal transport. (2022). Wang, Shiyi ; Loeper, Gregoire ; Guo, Ivan. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:46-77.

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2022Signature-based models: theory and calibration. (2022). Svaluto-Ferro, Sara ; Gazzani, Guido ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:2207.13136.

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2022Measure-valued processes for energy markets. (2022). Svaluto-Ferro, Sara ; Guida, Francesco ; di Persio, Luca ; Cuchiero, Christa. In: Papers. RePEc:arx:papers:2210.09331.

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2022Deep neural network expressivity for optimal stopping problems. (2022). Gonon, Lukas. In: Papers. RePEc:arx:papers:2210.10443.

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2022A pricing model for real-estate business in Bangladesh incorporating the uncertainty in buyer’s readiness: considerations during COVID-19 pandemic. (2022). Hanif, Maliha Binte ; Hasan, Kazi Wahadul. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:10:d:10.1007_s43546-022-00330-2.

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2022Leveraging deep neural networks to estimate age-specific mortality from life expectancy at birth. (2022). Aburto, Jose Manuel ; Levantesi, Susanna ; Nigri, Andrea. In: Demographic Research. RePEc:dem:demres:v:47:y:2022:i:8.

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2022Increasing Importance of Risk Management in the Context of Solid Waste Sphere Reforming in Russian Regions. (2022). Merkusheva, Viktoria ; Liubarskaia, Maria ; Degtereva, Viktoria ; Artemiev, Alexey. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:79-:d:789189.

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2022Equalization Reserves for Reinsurance and Non-Life Undertakings in Switzerland. (2022). Staudt, Yves ; Breuer, Anja. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:55-:d:763338.

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2022Analysis of ordinal and continuous longitudinal responses using pair copula construction. (2022). Baghfalaki, Taban ; Ganjali, Mojtaba ; Sefidi, Saeide. In: METRON. RePEc:spr:metron:v:80:y:2022:i:2:d:10.1007_s40300-022-00231-2.

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2022Sandwiched Volterra Volatility model: Markovian approximations and hedging. (2022). Yurchenko-Tytarenko, Anton ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2209.13054.

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2022Investigating the Impact of Resilience, Responsiveness, and Quality on Customer Loyalty of MSMEs: Empirical Evidence. (2022). Kac, Sonja Mlaker ; Elgazzar, Sara ; Ah, Nourhan. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5011-:d:799290.

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2022Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market. (2022). Liu, LU ; Wang, Qiuyun. In: Financial Innovation. RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00335-8.

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2022The performance of Islamic versus conventional stocks during the COVID-19 shock: Evidence from firm-level data. (2022). Ashraf, Badar Nadeem ; Shear, Falik. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000101.

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2022The impact of social cohesion on stock market resilience: Evidence from COVID-19. (2022). Goodell, John W ; Ashraf, Badar Nadeem. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000715.

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2022.

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2022Does ESG Impact Really Enhance Portfolio Profitability?. (2022). Carleo, Alessandra ; Martino, Manuel Luis ; Cesarone, Francesco. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:2050-:d:746941.

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2022Financial Risk Management Based on Corporate Social Responsibility in the Interests of Sustainable Development. (2022). Spiridonova, Natalia E ; Kostyukova, Elena I ; Vagin, Sergei G ; Vorozheykina, Tatiana M. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:35-:d:741091.

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2022.

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2022Special Issue “Quantitative Risk Assessment in Life, Health and Pension Insurance”. (2022). Bacinello, Anna Rita. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:72-:d:781702.

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2022Non-Financial Reporting and Assurance: A New Opportunity for Auditors? Evidence from Portugal. (2022). Morais, Ana Isabel ; Branco, Manuel Castelo ; Gomes, Sonia ; Eugenio, Teresa. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13469-:d:946571.

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2022Evolution of Energy Companies’ Non-Financial Disclosures: A Model of Non-Financial Reports in the Energy Sector. (2022). Szczepankiewicz, Elbieta Izabela ; Bartoszewicz, Anna. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:20:p:7667-:d:945171.

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2022.

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2022Antecedents and Impacts of Enterprise Resource Planning System Adoption among Jordanian SMEs. (2022). Alshirah, Malek Hamed ; Lutfi, Abdalwali ; Abdelmaksoud, Osama ; Ibrahim, Nahla ; Saad, Mohamed ; Alqudah, Hamza ; Al-Okaily, Manaf. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3508-:d:772832.

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2022.

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2022Factors Influencing the Continuance Intention to Use Accounting Information System in Jordanian SMEs from the Perspectives of UTAUT: Top Management Support and Self-Efficacy as Predictor Factors. (2022). Lutfi, Abdalwali. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:75-:d:778661.

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2022Business Sustainability of Small and Medium Enterprises during the COVID-19 Pandemic: The Role of AIS Implementation. (2022). Almaiah, Mohammed Amin ; Al-Khasawneh, Akif Lutfi ; Lutfi, Abdalwali ; Alrawad, Mahmaod ; Al rawad, Mahmaod ; Alsyouf, Adi. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5362-:d:805281.

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2022Influence of Digital Accounting System Usage on SMEs Performance: The Moderating Effect of COVID-19. (2022). Almaiah, Mohammed Amin ; Alrawad, Mahmaod ; Al rawad, Mahmaod ; Alkelani, Saleh Nafeth ; Al-Khasawneh, Malak Akif ; Alsyouf, Adi ; Saad, Mohamed ; Ibrahim, Nahla ; Lutfi, Abdalwali ; Alshirah, Ahmad Farhan. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15048-:d:972154.

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2022Accelerated Growth of Peer-to-Peer Lending and Its Impact on the Consumer Credit Market: Evidence from Lithuania. (2022). Milius, Eugenijus ; Taujanskait, Kamil. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:9:p:210-:d:904658.

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2022Barriers to Sustainable Digital Transformation in Micro-, Small-, and Medium-Sized Enterprises. (2022). Rupeika-Apoga, Ramona ; Petrovska, Kristine. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13558-:d:948076.

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2022Digital Transformation as a Driver of the Financial Sector Sustainable Development: An Impact on Financial Inclusion and Operational Efficiency. (2022). Volkova, Tatjana ; Arefjevs, Ilja ; Natrins, Andris ; Verdenhofs, Atis ; Spilbergs, Aivars ; Mavlutova, Inese. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:207-:d:1012346.

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2022Housing Sustainability: The Effects of Speculation and Property Taxes on House Prices within and beyond the Jurisdiction. (2022). Weber, Olaf ; Rauf, Muhammad Adil. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:12:p:7496-:d:843066.

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2022The Risks of Smart Cities and the Perspectives of Their Management Based on Corporate Social Responsibility in the Interests of Sustainable Development. (2022). Yatsechko, Stanislav S ; Morozova, Irina A. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:34-:d:741023.

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2022Exploration of Lean Management Methods Used in Shared Services Centers, Drivers and Barriers to Process Selection for Improvements in the Light of Risk Management and ESG Reporting. (2022). Szczepaski, Marek ; Zaporowska, Zuzanna. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4695-:d:793753.

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2022An Overview of Security Breach Probability Models. (2022). Naldi, Maurizio ; Mazzoccoli, Alessandro. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:220-:d:976085.

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2022Program-Targeted Approach to Managing Financial Risks of Sustainable Development Based on Corporate Social Responsibility in the Decade of Action. (2022). Vasyakin, Bogdan S ; Khoruzhy, Valery I ; Shen, Wenhao. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:58-:d:764240.

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2022Sustainable development: The impact of political risk, macroeconomic policy uncertainty and ethnic conflict. (2022). Hunjra, Ahmed ; Saleh, Mamdouh Abdulaziz ; Verhoeven, Peter ; Bruna, Maria Giuseppina ; Azam, Muhammad. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003209.

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2022.

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2022Impact of Citizens’ Personal Values, Knowledge, Awareness, Informing, Advertising, and Truth of Environmental and Climate Challenges in Support of the Sustainable Development Goals. (2022). Klopi, Marija ; Erjavec, Karmen ; Krsnik, Sabina. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:12:p:7333-:d:839473.

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2022Tourism Sustainability and COVID-19 Pandemic: Is There a Positive Side?. (2022). Bhatt, Ketan ; Seabra, Claudia. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:14:p:8723-:d:864405.

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2022Special Issue “Risks: Feature Papers 2021”. (2022). Steffensen, Mogens. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:64-:d:769444.

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2022The Product Circularity Data Sheet—A Standardized Digital Fingerprint for Circular Economy Data about Products. (2022). Schroeder, Jeannot ; Ayed, Anne-Christine ; Mulhall, Douglas ; Wautelet, Thibaut ; Hansen, Katja. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:9:p:3397-:d:810060.

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2022The Dynamic Connectedness between Risk and Return in the Fintech Market of India: Evidence Using the GARCH-M Approach. (2022). Taneja, Sanjay ; Grima, Simon ; Rupeika-Apoga, Ramona ; Bhatnagar, Mukul ; Ozen, Ercan. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:209-:d:962407.

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2022Financialization: curse or salvation? The case of Latvia, a small and post-transition economy. (2022). Murta, Fatima Sol ; Czechowska, Iwona D ; Malaczewski, Maciej ; Rupeika-Apoga, Ramona ; Stawska, Joanna. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:9:y:2022:i:3:p:173-197.

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2022Monitoring the Modern Experience of Financial Risk Management in Russia Based on Corporate Social Responsibility for Sustainable Development. (2022). Pozharskaya, Elena L ; Novikov, Maksim M ; Berzon, Nikolai I ; Bakhturina, Yulia I. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:92-:d:799229.

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2022Accessing the Impact of FDI Goals on Risk Management Strategy and Management Performance in the Digital Era: A Case Study of SMEs in China. (2022). Yin, Hengbin ; Mohsin, Muhammad ; Cai, Yan ; Zhang, Luyao ; Qian, Chong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:14874-:d:969239.

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2022Developing a Moving Average Crossover Strategy as an Alternative Hedging Strategy for the South Africa Maize Market. (2022). Matthews, Nicolette ; Grove, Bennie ; Monteiro, Markus Arlindo. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:8:p:1227-:d:888790.

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2022
2022Do Sustainability Risks Affect Credit Ratings? Evidence from European Banks. (2022). Giraldez-Puig, Pilar ; Samaniego-Medina, Reyes . In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:24:y:2022:i:61:p:720.

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2022CSR in Poland and the Implementation of Sustainable Development Goals in the Energy Sector during the COVID-19 Pandemic. (2022). Woowiec, Tomasz ; Gudowski, Janusz ; Lecka, Izabella. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:19:p:7057-:d:925480.

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2022ESG scores and cost of debt. (2022). Antonopoulos, Alexandros ; Poufinas, Thomas ; Apergis, Nicholas. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003383.

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2022National Culture and the Demand for Physical Money During the First Year of the COVID-19 Pandemic. (2022). Kotkowski, Radosław. In: NBP Working Papers. RePEc:nbp:nbpmis:351.

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2022Market and model risks: a feasible joint estimate methodology. (2022). Segovia, Ana I ; Ibaez, Eva M ; Gonzalez-Sanchez, Mariano. In: Risk Management. RePEc:pal:risman:v:24:y:2022:i:3:d:10.1057_s41283-022-00090-1.

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2022COVID-19—A Black Swan for Foreign Direct Investment: Evidence from European Countries. (2022). Imeraj, Erinda ; Hysa, Eglantina ; Vasile, Valentina ; Panait, Mirela ; Feruni, Nerajda. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:4:p:156-:d:783382.

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2022.

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2022Modeling Impacts of COVID-19 in Supply Chain Activities: A Grey-DEMATEL Approach. (2022). Karuppiah, Koppiahraj ; Sankaranarayanan, Bathrinath ; Ali, Syed Mithun. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:21:p:14141-:d:957555.

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2022Time Restrictions on Life Annuity Benefits: Portfolio Risk Profiles. (2022). Pitacco, Ermanno ; Olivieri, Annamaria. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:8:p:164-:d:886330.

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2022.

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2022.

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2022Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2021). Singleton, Carl ; Reade, James J ; Ramirez, Philip. In: Economics Discussion Papers. RePEc:rdg:emxxdp:em-dp2021-10.

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2022Informational efficiency and behaviour within in-play prediction markets. (2022). Singleton, Carl ; De Angelis, Luca ; Angelini, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:282-299.

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2022Pricing Cat Bonds for Cloud Service Failures. (2022). Naldi, Maurizio ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:463-:d:943543.

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2022A Multinomial Approximation Approach for the Finite Time Survival Probability Under the Markov-modulated Risk Model. (2022). Nie, Ciyu ; Wei, Zhenghong ; Su, Bihao ; Li, Jingchao. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:3:d:10.1007_s11009-021-09897-z.

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2022A Hybrid Algorithm-Level Ensemble Model for Imbalanced Credit Default Prediction in the Energy Industry. (2022). Li, Gang ; Wan, Jie ; Wang, Kui ; Sun, Hao. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:14:p:5206-:d:865662.

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2022On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution. (2022). Vecer, Jan ; Taylor, Stephen ; Navratil, Robert. In: European Journal of Operational Research. RePEc:eee:ejores:v:302:y:2022:i:3:p:1215-1229.

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2022On the Effectiveness of Stock Index Futures for Tail Risk Protection. (2022). Zouari, Hammadi. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-03-5.

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2022Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model. (2022). Shi, Yanlin ; Li, Jackie ; Kularatne, Thilini Dulanjali. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:219-:d:976061.

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2022Prediction of motor insurance claims occurrence as an imbalanced machine learning problem. (2022). Rola, Przemyslaw ; Baran, Sebastian . In: Papers. RePEc:arx:papers:2204.06109.

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2022Exploring Industry-Level Fairness of Auto Insurance Premiums by Statistical Modeling of Automobile Rate and Classification Data. (2022). Li, Yuanshun ; Luo, Rebecca ; Xie, Shengkun. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:194-:d:937524.

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2022Nightly Automobile Claims Prediction from Telematics-Derived Features: A Multilevel Approach. (2022). Duer, Anthony ; Jin, Yoolim ; Williams, Allen R ; Ghassemi, Mohammad ; Alhani, Tuka. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:118-:d:833588.

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2022Artificial intelligence and machine learning in finance: A bibliometric review. (2022). Hammami, Helmi ; el Ammari, Anis ; Alshater, Muneer M ; Ahmed, Shamima. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000344.

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2022.

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2022Insurance fraud detection: Evidence from artificial intelligence and machine learning. (2022). Shams, Tahira ; Louhichi, Wael ; Ftiti, Zied ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001325.

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2022FinTech Development and Regulatory Scrutiny: A Contradiction? The Case of Latvia. (2022). Wendt, Stefan ; Rupeika-Apoga, Ramona. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:9:p:167-:d:895179.

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2022Relationship between Stock Returns and Trading Volume at the Bourse Régionale des Valeurs Mobilières, West Africa. (2022). Diallo, Mamadou Fadel ; Gueyie, Jean-Pierre. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:4:p:113-:d:997677.

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2022Scenario Generation for Market Risk Models Using Generative Neural Networks. (2022). Junike, Gero ; Flaig, Solveig. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:199-:d:950343.

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2022Assessment of creditworthiness models privacy-preserving training with synthetic data. (2022). Grana, Manuel ; Bravo, Cristi'An ; Munoz-Cancino, Ricardo. In: Papers. RePEc:arx:papers:2301.01212.

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2022A Learning and Control Perspective for Microfinance. (2022). Nakahira, Yorie ; Chen, Niangjun ; Gueye, Assane ; Chakraborty, Adhiraj ; Deng, Xiyu ; Kurniawan, Christian. In: Papers. RePEc:arx:papers:2207.12631.

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2022Credit Scoring on Cash Flow Table with Machine Learning: XGBoost Approach. (2022). Demirci, Server ; Altan, Guner. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:9:y:2022:i:2:p:397-424.

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2022Extreme value statistics using related variables. (2022). Ahmed, Hanan. In: Other publications TiSEM. RePEc:tiu:tiutis:246f0f13-701c-4c0d-8e09-ed005d8b6f70.

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2022Stock price reaction to an arrangement approval in restructuring proceedings – the case of Poland. (2022). Marcin, Potrykus ; Baej, Prusak. In: International Journal of Management and Economics. RePEc:vrs:ijomae:v:58:y:2022:i:3:p:279-298:n:8.

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2022Integrity in EU Public Policies in Time of COVID-19 Pandemic. (2022). Makowski, Grzegorz ; Kurczewska, Urszula. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:2:p:493-508.

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2022The Impact of a New Accounting Standard on Assets, Liabilities and Leverage of Companies: Evidence from Energy Industry. (2022). Szarucki, Marek ; Kurek, Bartosz ; Gorowski, Ireneusz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:4:p:1293-:d:746415.

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2022The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory. (2022). Będowska-Sójka, Barbara ; Just, Magorzata ; Echaust, Krzysztof ; Bdowska-Sojka, Barbara. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000488.

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2022Is gold still a safe haven for stock markets? New insights through the tail thickness of portfolio return distributions. (2022). Just, Magorzata ; Echaust, Krzysztof. In: Research in International Business and Finance. RePEc:eee:riibaf:v:63:y:2022:i:c:s027553192200174x.

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2022Impact of the COVID-19 pandemic on the relationship between uncertainty factors, investor’s behavioral biases and the stock market reaction of US Fintech companies. (2022). Abbes, Mouna Boujelbene ; Trichili, Yousra ; Gharbi, Oumayma. In: Journal of Academic Finance. RePEc:jaf:journl:v:13:y:2022:i:1:n:441.

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2022The Effect of Covid Pandemic on Cryptocurrency Markets; A Literature Review. (2022). Zarifhonarvar, Ali. In: EconStor Preprints. RePEc:zbw:esprep:266369.

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2022The Risk and Return of Traditional and Alternative Investments Under the Impact of COVID-19. (2022). Kalini, Milievi Tea ; Branka, Marasovi ; Zdravka, Aljinovi. In: Business Systems Research. RePEc:bit:bsrysr:v:13:y:2022:i:3:p:8-22:n:3.

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2022Economic Policy Uncertainty, Social Financing Scale and Local Fiscal Sustainability: Evidence from Local Governments in China. (2022). Su, Zhenxing ; Hu, Wenxiu ; Xia, Yuanting. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:12:p:7343-:d:839610.

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2022Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process. (2022). Burnecki, Krzysztof ; Teuerle, Marek A ; Wilkowska, Aleksandra. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:129-:d:841211.

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2022Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model. (2022). Bufalo, Michele ; Orlando, Giuseppe. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004888.

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2022Simulating heterogeneous corporate dynamics via the Rulkov map. (2022). Orlando, Giuseppe. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:61:y:2022:i:c:p:32-42.

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2022.

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2022Sustainable Conservation and Reuse of Historical City Center Applied Study on Jeddah—Saudi Arabia. (2022). Wahieb, Sahl Abdullah ; El-Belkasy, Mohamed Ibrahim. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5188-:d:801862.

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2022.

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2022Financial Exclusion in Rural and Urban Contexts in Poland: A Threat to Achieving SDG Eight?. (2022). Echarte, Miguel Angel ; Jorge-Vazquez, Javier ; Naez, Sergio Luis ; Szymla, Wojciech ; Kolegowicz, Konrad. In: Land. RePEc:gam:jlands:v:11:y:2022:i:4:p:539-:d:788868.

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2022The balance score card as a strategic plan monitoring and evaluation tool: A practical approach. (2022). Ngure, Susan Wanuri. In: International Journal of Business Ecosystem & Strategy (2687-2293). RePEc:adi:ijbess:v:4:y:2022:i:2:p:37-49.

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2022.

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2022Trust in and Risk of Technology in Organizational Digitalization. (2022). Kulachinskaya, Anastasia ; Hargitai, David Mate ; Bencsik, Andrea. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:90-:d:797934.

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2022A comprehensive bibliometric analysis and visualization of smart home research. (2022). Ohlan, Ramphul. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:184:y:2022:i:c:s0040162522004966.

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2022The use of Beneish M-scores to reveal creative accounting: evidence from Slovakia. (2022). Krasnan, Miroslav ; Machova, Veronika ; Blazek, Roman ; Durana, Pavol. In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:17:y:2022:i:2:p:481-510.

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2022SELECTING INDICATORS OF PREDICTING FRAUD RISK. CASE STUDY FOR ROMANIAN BUSINESS ENVIRONMENT. (2022). Nicolae, Borlea Sorin ; Ioana, Sabau Andrada ; Lavinia, Safta Ioana. In: Revista Economica. RePEc:blg:reveco:v:74:y:2022:i:4:p:75-90.

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2022Investment efficiency and environmental, social, and governance reporting: Perspective from corporate integration management. (2022). Djajadikerta, Hadrian Geri ; Gautama, Fajar Kristanto ; Agustia, Dian ; Nasih, Mohammad ; Harymawan, Iman. In: Corporate Social Responsibility and Environmental Management. RePEc:wly:corsem:v:29:y:2022:i:5:p:1186-1202.

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2022The Interaction of the EEU Member States and Risks of Their Mutual Trade during the COVID-19 Pandemic: Implications for the Management of Corporate Social Responsibility. (2022). Andronova, Inna ; Yelikbayev, Kuanysh. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:27-:d:731634.

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2022Assessment of the Similarity of the Situation in the EU Labour Markets and Their Changes in the Face of the COVID-19 Pandemic. (2022). Dmytrow, Krzysztof ; Bieszk-Stolorz, Beata. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3646-:d:775441.

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2022Total-employed longevity gap, pension fairness and public finance: Evidence from one of the oldest regions in EU. (2022). Gandullia, Luca ; Culotta, Fabrizio ; Alaimo, Leonardo Salvatore ; Bravo, Jorge Miguel ; Miguelbravo, Jorge ; di Bella, Enrico. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:82:y:2022:i:pa:s0038012121002135.

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2022Does the Adoption of Digital Payment Improve the Financial Availability of Farmer Households? Evidence from China. (2022). Ren, Jinzheng ; Chen, Baozhen. In: Agriculture. RePEc:gam:jagris:v:12:y:2022:i:9:p:1468-:d:914647.

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2022Bibliometric Analysis of Corporate Social Responsibility in Tourism. (2022). Kongarchapatara, Boonying ; Nimsai, Suthep ; Yoopetch, Chanin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:668-:d:1020392.

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2022Approaching European Supervisory Risk Assessment with SupTech: A Proposal of an Early Warning System. (2022). Corte-Real, Nadine ; Castelli, Mauro ; Guerra, Pedro. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:71-:d:778628.

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2022Machine learning for liquidity risk modelling: A supervisory perspective. (2022). Corte-Real, Nadine ; Castelli, Mauro ; Guerra, Pedro. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:175-187.

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2022Statistical inference for rough volatility: Minimax Theory. (2022). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Liu, Yanghui ; Hoffmann, Marc ; Chong, Carsten. In: Papers. RePEc:arx:papers:2210.01214.

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2022Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions. (2022). Pakkanen, Mikko S ; Wiese, Magnus ; Buehler, Hans ; Wood, Ben ; Murray, Phillip. In: Papers. RePEc:arx:papers:2207.07467.

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2022The Influence of Chinese Professional Basketball Organizations’ (CPBOs’) Corporate Social Responsibility (CSR) Efforts on Their Clubs’ Sustainable Development. (2022). Deeprasert, Jirawan ; Li, Junying ; Yi, Rita ; Lu, Wei. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12339-:d:928138.

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2022Assessment of Financial Security of SMEs Operating in the Renewable Energy Industry during COVID-19 Pandemic. (2022). Sadowski, Adam ; Salehi, Mahdi ; Tarighi, Hossein ; Zimon, Grzegorz. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:24:p:9627-:d:1007917.

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2022Related Party Transactions and Earnings Management: The Moderating Effect of ESG Performance. (2022). Moisello, Anna Maria ; Gottardo, Pietro ; Gavana, Giovanna. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:5823-:d:813249.

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2022Accounting Quality and Audit Attributes on the Stock Price Crashes in an Emerging Market. (2022). Sadowski, Adam ; Jdrzejczak, Ryszard ; Hashim, Hayder Adnan ; Zimon, Grzegorz ; Salehi, Mahdi. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:195-:d:940110.

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2022The effect of earnings management on firm performance: The moderating role of corporate governance quality. (2022). Mensah, Emmanuel ; Boachie, Christopher. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002277.

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2022.

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2022.

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2022The Impact of Commodity Price Shocks on Banking System Stability in Developing Countries. (2022). Saba, Charles Shaaba ; Andrade, Margarida Liandra ; Ngepah, Nicholas. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:91-:d:791938.

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2022Is Bitcoin a Safe Haven for Indian Investors? A GARCH Volatility Analysis. (2022). Fekete-Farkas, Maria ; Victor, Vijay ; Murty, Sarika. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:317-:d:868112.

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2022Risk Management Committee and Textual Risk Disclosure. (2022). Harymawan, Iman ; Ayuningtyas, Eka Sari. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:30-:d:740053.

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2022Ability, Educational Attainment, and Household Financial Distress. (2022). Rantapuska, E ; Puttonen, V ; Luotonen, N. In: Journal of Consumer Policy. RePEc:kap:jcopol:v:45:y:2022:i:4:d:10.1007_s10603-022-09528-1.

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2022Assessing the Risk Characteristics of the Cryptocurrency Market: A GARCH-EVT-Copula Approach. (2022). Ernst, Dietmar ; Bruhn, Pascal. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:346-:d:880717.

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2022.

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2022Do Risky Scenarios Affect Forecasts of Savings and Expenses?. (2022). Ahmed, Wasim ; Onkal, Dilek ; de Baets, Shari. In: Forecasting. RePEc:gam:jforec:v:4:y:2022:i:1:p:17-334:d:755042.

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2022Pandemics and consumer well?being from the Global South. (2022). Chaudhuri, Himadri Roy ; Roychaudhuri, Himadri ; Das, Arindam. In: Journal of Consumer Affairs. RePEc:bla:jconsa:v:56:y:2022:i:1:p:15-27.

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2022Financialization in emerging Europe. (2022). Kazandziska, Milka. In: IPE Working Papers. RePEc:zbw:ipewps:1832022.

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2022.

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2022Satisfaction with the COVID-19 Economic Stimulus Policy: A Study of the Special Cash Payment Policy for Residents of Japan. (2022). Kadoya, Yoshihiko ; Ono, Shunsuke ; Yuktadatta, Pattaphol ; Rahim, Mostafa Saidur. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3401-:d:771066.

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2022Creative Accounting Determinants and Financial Reporting Quality: Systematic Literature Review. (2022). Ali, Mostafa A ; Hussin, Nazimah ; Abed, Ibtihal A ; Hasan, Elina F ; Shehadeh, Maha ; Haddad, Hossam. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:76-:d:786181.

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2022Systemic Risk Management of Investments in Innovation Based on CSR. (2022). Farkova, Natalya A ; Deberdeeva, Nelia A ; Lebedev, Vladimir V ; Korobeinikova, Larisa S. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:87-:d:796680.

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2022Intellectual Capital History and Trends: A Bibliometric Analysis Using Scopus Database. (2022). Flayyih, Hakeem Hammood ; Abed, Ibtihal A ; Ali, Mostafa A ; Haddad, Hossam ; Aljuboori, Zainab M ; Abdulwhab, Muthana ; Hussein, Sahraa Anwer ; Al-Khoury, Abeer. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:18:p:11615-:d:916206.

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2022The Impact of Intellectual Capital on Dynamic Innovation Performance: An Overview of Research Methodology. (2022). Abed, Ibtihal A ; Almubaydeen, Tareq Hammad ; Al-Ramahi, Nidal Mahmoud ; Haddad, Hossam ; Hussin, Nazimah ; Ali, Mostafa A. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:456-:d:939416.

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2022Intellectual Capital: A New Predictive Indicator for Project Management Improvement. (2022). Kosowski, Grzegorz ; Chadam, Jan ; Kaski, Ukasz. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:22:p:15182-:d:974189.

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2022Destination Responses to COVID-19 Waves: Is “Green Zone” Initiative a Holy Grail for Tourism Recovery?. (2022). Kim, Thuy Thi ; Duong, Long Hai ; van Huynh, DA ; Nguyen, Nhan Trong. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3421-:d:771297.

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2022Assessing the Impact of the COVID-19 Crisis on Hotel Industry Bankruptcy Risk through Novel Forecasting Models. (2022). Arsi, Vesna Bogojevi ; Kneevi, Sneana ; Mateji, Tijana ; Piler, Marko ; Miloevi, Goran ; Simonovi, Dragoljub ; Milainovi, Marko ; Mitrovi, Aleksandra ; Adamovi, Miljan ; Milojevi, Stefan ; Obradovi, Tijana. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:8:p:4680-:d:793437.

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2022Exploring the Factors of Rural Tourism Recovery in the Post-COVID-19 Era Based on the Grounded Theory: A Case Study of Tianxi Village in Hunan Province, China. (2022). He, Yinchun ; Wang, YI ; Zhu, Zhangxiang. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:9:p:5215-:d:802274.

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2022Assessment of the Bankruptcy Risk in the Hotel Industry as a Condition of the COVID-19 Crisis Using Time-Delay Neural Networks. (2022). Despotovi, Vukain ; Simonovi, Dragoljub ; Obradovi, Tijana ; Arsi, Vesna Bogojevi ; Mitrovi, Aleksandra ; Milainovi, Marko ; Kneevi, Sneana ; Miloevi, Predrag ; Mateji, Tijana ; Resimi, Milan ; Piler, Marko ; Adamovi, Miljan ; Milojevi, Stefan. In: Sustainability. RePEc:gam:jsusta:v:15:y:2022:i:1:p:272-:d:1013461.

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2022On the Discounted Penalty Function in a Perturbed Erlang Renewal Risk Model With Dependence. (2022). Adekambi, Franck ; Takouda, Essodina. In: Methodology and Computing in Applied Probability. RePEc:spr:metcap:v:24:y:2022:i:2:d:10.1007_s11009-022-09944-3.

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2022Improving performance of mass real estate valuation through application of the dataset optimization and Spatially Constrained Multivariate Clustering Analysis. (2022). Aydinoglu, A C ; Sisman, S. In: Land Use Policy. RePEc:eee:lauspo:v:119:y:2022:i:c:s0264837722001946.

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2022Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach. (2022). Khanzadi, A ; Sh, M ; Zeinedini, SH. In: Resources Policy. RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000526.

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2022Iraqi Stock Exchange Reactions to the Oil price, Covid-19 Aftermath, and the Saudi Stock Exchange Movements pre-during Vaccination Program. (2022). Al-Delawi, Amjad Saber ; Asaad, Zeravan Abdulmuhsen. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-3.

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2022Covid-19 and oil and gold price volatilities: Evidence from China market. (2022). Wisetsri, Worakamol ; Ageli, Mohammed Moosa ; Quynh, Nguyen Ngoc ; Cong, Phan The ; Maneengam, Apichit ; Yen-Ku, Kuo ; Xiaozhong, Cui. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004676.

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2022Multivariate Hawkes-based Models in LOB: European, Spread and Basket Option Pricing. (2022). , Bruno ; Bruno, ; Swishchuk, Anatoliy ; Guo, QI. In: Papers. RePEc:arx:papers:2209.07621.

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2022Business Models and Sustainability Plans in the FinTech, InsurTech, and PropTech Industry: Evidence from Spain. (2022). Moro-Visconti, Roberto ; Pascual, Joaquin Lopez ; Rambaud, Salvador Cruz ; Bittini, Javier Sada. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12088-:d:924049.

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2022Explainable Artificial Intelligence (XAI) in Insurance. (2022). Castignani, German ; Ressel, Juliane ; Cunneen, Martin ; Mullins, Martin ; Sheehan, Barry ; Owens, Emer. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:230-:d:990714.

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2022Management of the Russian Interregional Investment Distribution Using the Autonomous Expenditure Multiplier Model. (2022). Reshetnikov, Stanislav Borisovich ; Pobyvaev, Sergey Alekseevich ; Silvestrov, Sergey Nikolaevich ; Firsov, Dmitrii Vladimirovich. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:2:p:45-:d:743610.

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2022Insight into the Critical Success Factors of Performance-Based Budgeting Implementation in the Public Sector for Sustainable Development in the COVID-19 Pandemic. (2022). Phuc, Vu Kien ; Huy, Pham Quang. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:20:p:13198-:d:942151.

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2022.

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2022The Association of Economic Growth, Foreign Aid, Foreign Direct Investment and Gross Capital Formation in Indonesia: Evidence from the Toda–Yamamoto Approach. (2022). Sijabat, Rosdiana. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:93-:d:792628.

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2022Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2102.10756.

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2022Equilibrium price in intraday electricity markets. (2022). Pham, Huyen ; Cosso, Andrea ; Aid, Rene. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:517-554.

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2022Equilibrium Price Formation with a Major Player and its Mean Field Limit (Forthcoming in ESAIM: Control, Optimization and Calculus of Variations)(Revised version of CARF-F-509). (2022). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf533.

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2022Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative Populations. (2022). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf545.

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2022Equilibrium Pricing of Securities in the Co-presence of Cooperative and Non-cooperative Populations. (2022). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1201.

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2022Impact Assessment of the COVID-19 Pandemic on Shrimp Exports in Thailand: An Empirical Study Using Time Series Analysis. (2022). Jatuporn, Chalermpon. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:24:p:16518-:d:998742.

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2022Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate. (2022). Zhang, Yumo. In: Annals of Finance. RePEc:kap:annfin:v:18:y:2022:i:4:d:10.1007_s10436-022-00414-x.

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2022Time series with infinite-order partial copula dependence. (2022). Alexander, Mcneil ; Martin, Bladt. In: Dependence Modeling. RePEc:vrs:demode:v:10:y:2022:i:1:p:87-107:n:2.

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2022Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain. (2022). Chen, Jinyu ; Zhu, Xuehong. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002365.

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2022Has Covid-19 accelerated opportunities for digital entrepreneurship? An Indian perspective. (2022). Kamble, Sachin ; Gupta, Shivam ; Rana, Nripendra P ; Dwivedi, Yogesh K ; Modgil, Sachin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s0040162521008465.

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2022Analysis of the Impact of the COVID-19 Crisis on the Hungarian Employees. (2022). Antalik, Imrich ; Krupanszki, Kornel ; Karacsony, Peter. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:4:p:1990-:d:745926.

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2022A Study of Financial Literacy of Investors—A Bibliometric Analysis. (2022). Sherfudeen, Noorjahan ; Albarrak, Mansour Saleh ; Ansari, Yasmeen ; Aman, Arfia. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:2:p:36-:d:816456.

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2022Corporate Nature, Financial Technology, and Corporate Innovation in China. (2022). Jin, Shanyue ; Gao, Yuying. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:12:p:7162-:d:836291.

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2022Banking Sector Profitability: Does Household Income Matter?. (2022). Voronova, Natalia ; Iakovleva, Elena ; Miroshnichenko, Olga. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:6:p:3345-:d:769836.

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2022The Case Experience of Integrating the SDGs into Corporate Strategies for Financial Risk Management Based on Social Responsibility (with the Example of Russian TNCs). (2022). Kemkhashvili, Teimuraz A ; Bazhdanova, Yuliya V ; Kharlanov, Alexey S ; Sapozhnikova, Natalia G. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:1:p:12-:d:717194.

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2022The COVID-19 Pandemic and Overconfidence Bias: The Case of Cyclical and Defensive Sectors. (2022). Hawaldar, Iqbal Thonse ; Hashmi, Nazia Iqbal ; Azam, Md Qamar ; Baig, Mirza Allim ; Alam, Md Shabbir. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:56-:d:763400.

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2022Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries. (2022). Mustafa, Hasan ; Mallek, Ray Saadaoui ; Albaity, Mohamed. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:43-:d:752591.

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2022Herding Behavior in the Market for Green Cryptocurrencies: Evidence from CSSD and CSAD Approaches. (2022). Lobo, Julio. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:19:p:12542-:d:931599.

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2022Herd Mentality Amongst Equity Investors During COVID-19: Evidences from Saudi Arabia. (2022). Ahmad, Moid U ; Alnori, Faisal. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2022-04-6.

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2022Assessing the Market Risk on the Government Debt of Kazakhstan and Bulgaria in Conditions of Turbulence. (2022). Radukanov, Sergey ; Georgiev, Georgi ; Em, Olga ; Petrova, Mariana. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:93-:d:804583.

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2022Impact of government interventions on the stock market during COVID-19: a case study in Indonesia. (2022). Chen, Yu-Wang ; Wu, Ting ; Sinaga, Josua. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:9:d:10.1007_s43546-022-00312-4.

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2022Financial turbulence, systemic risk and the predictability of stock market volatility. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: Global Finance Journal. RePEc:eee:glofin:v:52:y:2022:i:c:s1044028322000011.

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2022Covid-19 and herding in global equity markets. (2022). de Souza, Gerson ; Rubesam, Alexandre. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000284.

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2022And tomorrow, how will it be? Developing a Financial Preparation for Retirement Scale (FPRS). (2022). Matheis, Taiane Keila ; Amaral, Tamara Otilia ; Vieira, Kelmara Mendes. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s221463502200048x.

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2022Study of Actuarial Characteristics of One-Year and Ultimate Reserve Risk Distributions Based on Market Data. (2022). Szatkowski, Marcin. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:14:y:2022:i:4:p:381-413.

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2022.

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2022Climate Change and Macro Prices in Nigeria: A Nonlinear Analysis. (2022). Foye, Victoria. In: Managing Global Transitions. RePEc:mgt:youmgt:v:20:y:2022:i:2:p:167-203.

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2022The Interrelationship Among Efficiency and Concentration of Banking System and its Stability: Evidence from Poland. (2022). Mikita, Malgorzata. In: European Research Studies Journal. RePEc:ers:journl:v:xxv:y:2022:i:1:p:670-689.

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2022Impact of Covid-19 on Banking Performance in the case of Bulgarian Bank System. (2022). Pancheva, Aleksandrina. In: Izvestia Journal of the Union of Scientists - Varna. Economic Sciences Series. RePEc:vra:journl:v:11:y:2022:i:1:p:37-46.

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2022.

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2022Impact of COVID-19 on Financial Performance and Profitability of Banking Sector in Special Reference to Private Commercial Banks: Empirical Evidence from Bangladesh. (2022). Harymawan, Iman ; Nahiduzzaman, MD ; Issa, Md Abu ; Dhar, Bablu Kumar ; al Masud, Abdullah. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:10:p:6260-:d:820357.

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2022The Quality of Goodwill Disclosures and Impairment in the Financial Statements of Energy, Mining, and Fuel Sector Groups during the Pandemic Period—Evidence from Poland. (2022). Strojek-Filus, Marzena ; Hoko, Stanisaw ; Gierusz, Maciej ; Wietla, Katarzyna . In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:5763-:d:883452.

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2022Socially-Oriented Approach to Financial Risk Management as the Basis of Support for the SDGs in Entrepreneurship. (2022). Bodiako, Anna V ; Karp, Marina V ; Zhilkina, Anna N ; Ponomareva, Svetlana V ; Rogulenko, Tatiana M ; Smagulova, Samal M. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:42-:d:751243.

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2022Risk Assessment of Polish Joint Stock Companies: Prediction of Penalties or Compensation Payments. (2022). Szymura, Aleksandra. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:102-:d:813938.

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2022Factors Influencing the Coupling of the Development of Rural Urbanization and Rural Finance: Evidence from Rural China. (2022). Li, Chenggang ; Fan, Xiangbo ; Zhou, Jiali ; Shang, Guofei. In: Land. RePEc:gam:jlands:v:11:y:2022:i:6:p:853-:d:832423.

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2022Risks of Using Cryptoassets in Russia and the Potential for Mitigation. (2022). Sannikova, Larisa V. In: Finansovyj žhurnal — Financial Journal. RePEc:fru:finjrn:220608:p:124-138.

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2022Inclusive Welfare: On The Role of Islamic Public-Social Finance and Monetary Economics. (2022). Juhro, Solikin ; Sakti, Ali ; Syarifuddin, Ferry. In: MPRA Paper. RePEc:pra:mprapa:113788.

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2022Does Cryptocurrency Hurt African Firms?. (2022). Abdallah, Wael ; Sami, Mina. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:53-:d:762049.

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2022The Effect of Mandatory Audit Firm Rotation on Earnings Management and Audit Fees: Evidence from Iran. (2022). Tarighi, Hossein ; Zimon, Grzegorz ; Salehi, Mahdi ; Gholamzadeh, Javad. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:102-:d:757795.

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2022Variable Selection Algorithm for a Mixture of Poisson Regression for Handling Overdispersion in Claims Frequency Modeling Using Telematics Car Driving Data. (2022). Makov, Udi ; Boris, S T ; Shapovalov, Vered ; Shamir, Ariel. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:83-:d:791726.

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2022Market Quality and Short-Selling Ban during the COVID-19 Pandemic: A High-Frequency Data Approach. (2022). Ferreruela, Sandra ; lMartin, Danie . In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:308-:d:862960.

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2022On Financial Distributions Modelling Methods: Application on Regression Models for Time Series. (2022). Dewick, Paul R. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:461-:d:941657.

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2022Financial Performance and Working Capital Management Practices in the Retail Sector: Empirical Evidence from South Africa. (2022). Sibindi, Athenia ; Mandipa, Garikai. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:63-:d:768428.

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2022The Concept of Corporate Social Responsibility Based on Integrating the SDGs into Corporate Strategies: International Experience and the Risks for Profit. (2022). Alekseev, Alexander N ; Lobova, Svetlana V ; Bogoviz, Aleksei V. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:117-:d:830404.

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Recent citations
Recent citations received in 2022
YearCiting document
2022Reinsurance – an efficient solution of catastrophe risk transfer for the housing stock of Romania. (2022). Radu, Nicoleta. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(631):y:2022:i:2(631):p:139-150.

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2022Model of ensuring economic security in mechanical engineering. (2022). Vuychenko, Marina ; Filipishyna, Liliya ; Koval, Viktor ; Redkva, Oksana. In: Access Journal. RePEc:aip:access:v:3:y:2022:i:3:p:264-277.

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2022On Pricing of Discrete Asian and Lookback Options under the Heston Model. (2022). Grzelak, Lech A ; Perotti, Leonardo. In: Papers. RePEc:arx:papers:2211.03638.

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2022Methods in Econophysics: Estimating the Probability Density and Volatility. (2022). Alghalith, Moawia. In: Papers. RePEc:arx:papers:2301.10178.

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2022Impact of cultural tightness on vaccination rate. (2022). Trombley, Michael P ; Jones, James. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:25:y:2022:i:3:p:367-389.

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2022Sparse grid method for highly efficient computation of exposures for xVA. (2022). Grzelak, Lech A. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:434:y:2022:i:c:s0096300322005203.

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2022Herding behaviour heterogeneity under economic and political risks: Evidence from GCC. (2022). Molyneux, Philip ; Albaity, Mohamed ; Mallek, Ray Saadaoui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:345-361.

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2022Tracing volatility in natural resources, green finance and investment in energy resources: Fresh evidence from China. (2022). Altunta, Mehmet ; Chen, Zhiguo ; Zhang, Jie. In: Resources Policy. RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003907.

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2022Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks. (2022). Agan, Busra ; Ozdemir, Huseyin ; Balcilar, Mehmet. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005696.

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2022Central Bank Digital Currencies: Agendas for future research. (2022). Pandey, Dharen Kumar ; Bansal, Shashank ; Hunjra, Ahmed Imran ; Bhaskar, Ratikant. In: Research in International Business and Finance. RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922001258.

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2022Local and Regional Management Approaches for the Redesign of Local Development: A Case Study of Greece. (2022). Kalogiannidis, Stavros ; Chatzitheodoridis, Fotios ; Kalfas, Dimitrios ; Loizou, Efstratios. In: Administrative Sciences. RePEc:gam:jadmsc:v:12:y:2022:i:2:p:69-:d:835113.

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2022Saudi Green Banks and Stock Return Volatility: GLE Algorithm and Neural Network Models. (2022). Assous, Hamzeh F. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:10:p:242-:d:933449.

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2022Determinants of Default Probability for Audited and Unaudited SMEs Under Stressed Conditions in Zimbabwe. (2022). Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:11:p:274-:d:963571.

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2022The Impact of Commodity Price Shocks on Banking System Stability in Developing Countries. (2022). Saba, Charles Shaaba ; Andrade, Margarida Liandra ; Ngepah, Nicholas. In: Economies. RePEc:gam:jecomi:v:10:y:2022:i:4:p:91-:d:791938.

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2022Smart Sustainable Freight Transport for a City Multi-Floor Manufacturing Cluster: A Framework of the Energy Efficiency Monitoring of Electric Vehicle Fleet Charging. (2022). Bosak, Andrii ; Davydenko, Nina ; Dzhuguryan, Tygran ; Deja, Agnieszka. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:10:p:3780-:d:820498.

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2022Economic Crisis Impact Assessment and Risk Exposure Evaluation of Selected Energy Sector Companies from Bombay Stock Exchange. (2022). Singh, Guru Ashish ; Bak, Iwona ; Tarczynska-Luniewska, Magorzata. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:22:p:8624-:d:975689.

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2022Accounting and Market Risk Measures of Polish Energy Companies. (2022). Markowski, Lesaw ; Rutkowska-Ziarko, Anna. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:6:p:2138-:d:771638.

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2022Charging Stations and Electromobility Development: A Cross-Country Comparative Analysis. (2022). Grzesiak, Sebastian ; Sulich, Adam ; Zema, Tomasz. In: Energies. RePEc:gam:jeners:v:16:y:2022:i:1:p:32-:d:1009625.

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2022Do Rare Earths and Energy Commodities Drive Volatility Transmission in Sustainable Financial Markets? Evidence from China, Australia, and the US. (2022). Wisetsri, Worakamol ; Kettanom, Thasporn ; Huynh, Nhan ; Samantreeporn, Saowanee ; Maneengam, Apichit ; Nadeem, Hira ; Ui, Inzamam. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:3:p:76-:d:907599.

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2022Working Capital Management and Shareholder’s Wealth Creation: Evidence from Manufacturing Companies Listed in Oman. (2022). Rana, Faisal ; Ali, Muhammad Waris ; Kumaraswamy, Sumathi ; al Farsi, Maryam Juma ; Panigrahi, Shrikant Krupasindhu. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:4:p:89-:d:928110.

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2022Impact of Bank Efficiency on the Profitability of the Banks in India: An Empirical Analysis Using Panel Data Approach. (2022). Jain, Ajay Kumar ; Hawaldar, Iqbal Thonse ; Rabbani, Mustafa Raza ; Dsouza, Suzan. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:4:p:93-:d:933948.

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2022Volatility Spillover Effects of the US, European and Chinese Financial Markets in the Context of the Russia–Ukraine Conflict. (2022). Fadali, Mohamed Amine ; Zirari, Omar ; Laamire, Jaouad ; Amzile, Karim ; Beraich, Mohamed. In: IJFS. RePEc:gam:jijfss:v:10:y:2022:i:4:p:95-:d:940292.

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2022What Do We Know about Crowdfunding and P2P Lending Research? A Bibliometric Review and Meta-Analysis. (2022). Selim, Mohammed ; Shaik, Muneer ; Hawaldar, Iqbal Thonse ; Bashar, Abu ; Rabbani, Mustafa Raza. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:451-:d:936859.

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2022Mapping the Sustainable Human-Resource Challenges in Southeast Asia’s FinTech Sector. (2022). Kao, Duc-Dinh ; Wu, An-Chi. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:307-:d:861911.

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2022An Alternative to Coping with COVID-19—Knowledge Management Applied to the Banking Industry in Taiwan. (2022). Shih, Yi-Yu ; Hsieh, Hsiu-Chin ; Chang, Wu-Hua. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:9:p:405-:d:912783.

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2022Role of Crop-Protection Technologies in Sustainable Agricultural Productivity and Management. (2022). Kalogiannidis, Stavros ; Kalfas, Dimitrios ; Chatzitheodoridis, Fotios ; Papaevangelou, Olympia. In: Land. RePEc:gam:jlands:v:11:y:2022:i:10:p:1680-:d:928221.

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2022Forestry Bioeconomy Contribution on Socioeconomic Development: Evidence from Greece. (2022). Chatzitheodoridis, Fotios ; Loizou, Efstratios ; Kalfas, Dimitrios ; Kalogiannidis, Stavros. In: Land. RePEc:gam:jlands:v:11:y:2022:i:12:p:2139-:d:985566.

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2022A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting. (2022). Ramli, Rozita ; Redzwan, Norkhairunnisa. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:191-:d:937118.

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2022Corporate Loan Recovery Rates under Downturn Conditions in a Developing Economy: Evidence from Zimbabwe. (2022). Gumbo, Victor ; Chikodza, Eriyoti ; Sibanda, Mabutho ; Matenda, Frank Ranganai. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:10:p:198-:d:944577.

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2022Corporate Social Responsibility in Terms of Sustainable Development: Financial Risk Management Implications. (2022). Matytsin, Denis E ; Petrenko, Yelena S ; Saveleva, Nadezhda K. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:11:p:206-:d:958876.

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2022Working Capital Management Impact on Profitability: Pre-Pandemic and Pandemic Evidence from the European Automotive Industry. (2022). Abiad, Mohammad ; Dsouza, Suzan ; Demiraj, Rezart. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:12:p:236-:d:1000884.

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2022Risk Management Committee and Textual Risk Disclosure. (2022). Harymawan, Iman ; Ayuningtyas, Eka Sari. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:30-:d:740053.

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2022Socially-Oriented Approach to Financial Risk Management as the Basis of Support for the SDGs in Entrepreneurship. (2022). Bodiako, Anna V ; Karp, Marina V ; Zhilkina, Anna N ; Ponomareva, Svetlana V ; Rogulenko, Tatiana M ; Smagulova, Samal M. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:2:p:42-:d:751243.

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2022Program-Targeted Approach to Managing Financial Risks of Sustainable Development Based on Corporate Social Responsibility in the Decade of Action. (2022). Vasyakin, Bogdan S ; Khoruzhy, Valery I ; Shen, Wenhao. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:3:p:58-:d:764240.

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2022Special Issue “Quantitative Risk Assessment in Life, Health and Pension Insurance”. (2022). Bacinello, Anna Rita. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:4:p:72-:d:781702.

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2022Portfolio Optimization for Extreme Risks with Maximum Diversification: An Empirical Analysis. (2022). Yang, Fan ; Mehta, Navya Jayesh. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:101-:d:813252.

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2022Systemic Risk Management of Investments in Innovation Based on CSR. (2022). Farkova, Natalya A ; Deberdeeva, Nelia A ; Lebedev, Vladimir V ; Korobeinikova, Larisa S. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:87-:d:796680.

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2022Assessing the Market Risk on the Government Debt of Kazakhstan and Bulgaria in Conditions of Turbulence. (2022). Radukanov, Sergey ; Georgiev, Georgi ; Em, Olga ; Petrova, Mariana. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:5:p:93-:d:804583.

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2022Special Issue “Cyber Risk and Security”. (2022). Dacorogna, Michel ; Kratz, Marie. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:6:p:112-:d:826368.

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Recent citations received in 2021
YearCiting document
2021Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2102.12694.

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2021No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging. (2021). Nakagawa, Kei ; Minami, Kentaro ; Ito, Katsuya ; Imajo, Kentaro ; Imaki, Shota. In: Papers. RePEc:arx:papers:2103.01775.

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2021Time series models with infinite-order partial copula dependence. (2021). McNeil, Alexander J ; Bladt, Martin. In: Papers. RePEc:arx:papers:2107.00960.

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2021Deep equal risk pricing of financial derivatives with non-translation invariant risk measures. (2021). Fr'ed'eric Godin, ; Carbonneau, Alexandre. In: Papers. RePEc:arx:papers:2107.11340.

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2021General Compound Hawkes Processes for Mid-Price Prediction. (2021). Delise, Timothy ; Sjogren, Myles. In: Papers. RePEc:arx:papers:2110.07075.

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2021Liquidity Synchronization and Asset Valuation in Selected Emerging Asian Economies. (2021). Bhutta, Nousheen Tariq ; Zaidi, Syeda Hina. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:v:11:y:2021:i:6:p:488-500:id:2101.

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2021Bitcoin mining activity and volatility dynamics in the power market. (2021). GUPTA, RANGAN ; Demirer, Riza ; Karmakar, Sayar. In: Economics Letters. RePEc:eee:ecolet:v:209:y:2021:i:c:s0165176521003888.

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2021On equity market inefficiency during the COVID-19 pandemic. (2021). Vecer, Jan ; Taylor, Stephen ; Navratil, Robert. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s105752192100154x.

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2021Dispersion modelling of outstanding claims with double Poisson regression models. (2021). Shi, Yanlin ; Meng, Shengwang ; Gao, Guangyuan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:101:y:2021:i:pb:p:572-586.

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2021Addressing the life expectancy gap in pension policy. (2021). Palmer, Edward ; Holzmann, Robert ; Ayuso, Mercedes ; Bravo, Jorge M. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:99:y:2021:i:c:p:200-221.

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2021In search of safe haven assets during COVID-19 pandemic: An empirical analysis of different investor types. (2021). Nagayev, Ruslan ; Aysan, Ahmet F ; Rizkiah, Siti K ; Salim, Kinan ; Disli, Mustafa. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000829.

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2021Risk of Decline in Share Prices of Energy and Fuel Sector on the Warsaw Stock Exchange During the Two Waves of the COVID-19 Pandemic. (2021). Markowicz, Iwona ; Bieszk-Stolorz, Beata. In: European Research Studies Journal. RePEc:ers:journl:v:xxiv:y:2021:i:4:p:977-996.

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2021The COVID-19 Pandemic and Its Impacts on Tourism Business in a Developing City: Insight from Vietnam. (2021). Duong, Long Hai ; Kim, Thuy Thi ; van Huynh, DA ; Dao, Canh Ngoc ; Vu, Giang ; Nguyen, Nhan Trong. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:4:p:172-:d:673212.

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2021Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4147-:d:591470.

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2021Application of Canonical Variate Analysis to Compare Different Groups of Food Industry Companies in Terms of Financial Liquidity and Profitability. (2021). Staniszewski, Ryszard ; Florek, Joanna ; Czerwiska-Kayzer, Dorota. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:15:p:4701-:d:607600.

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2021Consumer Attitudes to the Smart Home Technologies and the Internet of Things (IoT). (2021). Strielkowski, Wadim ; Olinder, Nina ; Korneeva, Elena. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:23:p:7913-:d:687631.

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2021A Transmission of Beta Herding during Subprime Crisis in Taiwan’s Market: DCC-MIDAS Approach. (2021). Zhang, Yuanyuan ; Wu, Hung-Che ; Chen, Yi-Chang ; Kuo, Shih-Ming. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:4:p:70-:d:700448.

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2021Impact of COVID-19 on the Stock Market by Industrial Sector in Chile: An Adverse Overreaction. (2021). Gallizo, Jose Luis ; Gonzalez, Pedro Antonio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:548-:d:677349.

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2021Green and Sustainable Life Insurance: A Bibliometric Review. (2021). Alhameli, Abdullah ; Alqubaisi, Ghaith Butti ; Nobanee, Haitham ; Wazir, Noora ; Almasahli, Shahla Alsanah ; Alhammadi, Nouf. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:563-:d:684739.

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2021Does the Exchange Rate and Its Volatility Matter for International Trade in Ethiopia?. (2021). Fekete-Farkas, Maria ; Oshora, Betgilu ; Nguse, Tiblets ; Desalegn, Goshu ; Tangl, Anita. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:12:p:591-:d:697300.

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2021The Determinants of PayTech’s Success in the Mobile Payment Market—The Case of BLIK. (2021). Klimontowicz, Monika ; Bach, Joanna. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:9:p:422-:d:628924.

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2021Saudi Procurement System and Regulations: Overview of Local and International Administrative Contracts. (2021). Alanzi, Awad Ali. In: Laws. RePEc:gam:jlawss:v:10:y:2021:i:2:p:37-:d:554172.

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2021Managing the Risks of Innovative Activities Focused on the Consumer Market: Competitiveness vs. Corporate Responsibility. (2021). Bratarchuk, Tatyana V ; Prokofyev, Stanislav E ; Ragulina, Julia V. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:173-:d:644014.

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2021Practice of Non-Financial Reports Assurance Services in the Polish Audit Market—The Range, Limits and Prospects for the Future. (2021). Rutkowska-Ziarko, Anna ; Bartoszewicz, Anna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:176-:d:648091.

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2021FinTech in Latvia: Status Quo, Current Developments, and Challenges Ahead. (2021). Wendt, Stefan ; Rupeika-Apoga, Ramona. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:10:p:181-:d:656248.

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2021Public Pensions and Implicit Debt: An Investigation for EU Member States Using Ageing Working Group 2021 Projections. (2021). Tinios, Platon ; Symeonidis, Georgios ; Chouzouris, Michail. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:190-:d:664673.

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2021Machine Learning (ML) Technologies for Digital Credit Scoring in Rural Finance: A Literature Review. (2021). Mahdavi, Mehregan ; Sharma, Suneel ; Kumar, Anil. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:192-:d:669198.

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2021Stochastic Claims Reserving Methods with State Space Representations: A Review. (2021). Johannssen, Arne ; Chukhrova, Nataliya. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:198-:d:672160.

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2021Digital Banking in Northern India: The Risks on Customer Satisfaction. (2021). Grima, Simon ; Kiran, Sood ; Kaur, Balijinder ; Rupeika-Apoga, Ramona. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:11:p:209-:d:680747.

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2021Dataset Modelling of the Financial Risk Management of Social Entrepreneurship in Emerging Economies. (2021). Sergi, Bruno S ; Popkova, Elena G. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:211-:d:688278.

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2021Corporate Fight against the COVID-19 Risks Based on Technologies of Industry 4.0 as a New Direction of Social Responsibility. (2021). Litvinova, Tatiana N ; Sozinova, Anastasia A ; Inshakova, Agnessa O. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:212-:d:691078.

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2021Adaptation to the Risks of Digitalization: New Survival Trends for States in a Multipolar World. (2021). Shabunevich, Oleg V ; Ukolov, Vladimir F ; Ragulina, Julia V. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:218-:d:693236.

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2021Drivers of Individual Credit Risk of Retail Customers—A Case Study on the Example of the Polish Cooperative Banking Sector. (2021). Idasz-Balina, Marta. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:12:p:219-:d:693309.

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2021Mortality Forecasting with an Age-Coherent Sparse VAR Model. (2021). Li, Hong ; Shi, Yanlin. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:2:p:35-:d:494260.

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2021A Machine Learning Approach for Micro-Credit Scoring. (2021). Date, Paresh ; Nde, Titus Nyarko ; Ampountolas, Apostolos ; Constantinescu, Corina. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:3:p:50-:d:513405.

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2021Immunization Strategies for Funding Multiple Inflation-Linked Retirement Income Benefits. (2021). Bravo, Jorge ; Oliveira, Luis ; Simes, Claudia. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:60-:d:524060.

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2021The Importance of Betting Early. (2021). Ricciuti, Roberto ; Nannicini, Tommaso ; Innocenti, Alessandro. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:67-:d:530710.

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2021Bitcoin and Altcoins Price Dependency: Resilience and Portfolio Allocation in COVID-19 Outbreak. (2021). Aysan, Ahmet ; Ul, Asad ; Topuz, Humeyra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:74-:d:535495.

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2021Identification of Going-Concern Risks in CSR and Integrated Reports of Polish Companies from the Construction and Property Development Sector. (2021). Szczepankiewicz, Elbieta Izabela. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:85-:d:548222.

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2021Risk Management in the Management Control System in Polish Local Government Units—Assumptions and Practice. (2021). Mormul, Katarzyna. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:5:p:92-:d:551457.

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2021The Impact of the Crisis Triggered by the COVID-19 Pandemic and the Actions of Regulators on the Consumer Finance Market in Poland and Other European Union Countries. (2021). Gbski, Ukasz. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:102-:d:566765.

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2021A New Model Averaging Approach in Predicting Credit Risk Default. (2021). Cucculelli, Marco ; Jha, Paritosh Navinchandra. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:6:p:114-:d:570809.

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Recent citations received in 2020
YearCiting document
2020SABR smiles for RFR caplets. (2020). Willems, Sander. In: Papers. RePEc:arx:papers:2004.04501.

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2020Modality for Scenario Analysis and Maximum Likelihood Allocation. (2020). Hofert, Marius ; Koike, Takaaki. In: Papers. RePEc:arx:papers:2005.02950.

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2020Sig-SDEs model for quantitative finance. (2020). Szpruch, Lukasz ; Salvi, Cristopher ; Arribas, Imanol Perez. In: Papers. RePEc:arx:papers:2006.00218.

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2020A Data-driven Market Simulator for Small Data Environments. (2020). Horvath, Blanka ; Buhler, Hans ; Wood, Ben ; Arribas, Imanol Perez ; Lyons, Terry. In: Papers. RePEc:arx:papers:2006.14498.

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2020Robust pricing and hedging via neural SDEs. (2020). Sabate-Vidales, Marc ; Gierjatowicz, Patryk ; Vzurivc, Vzan ; Szpruch, Lukasz ; vSivska, David . In: Papers. RePEc:arx:papers:2007.04154.

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2020Multivariate General Compound Point Processes in Limit Order Books. (2020). Swishchuk, Anatoliy ; Remillard, Bruno ; Guo, QI. In: Papers. RePEc:arx:papers:2008.00124.

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2020Solving path dependent PDEs with LSTM networks and path signatures. (2020). Szpruch, Lukasz ; Vsivska, David ; Sabate-Vidales, Marc. In: Papers. RePEc:arx:papers:2011.10630.

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2020Life insurance policies with cash flows subject to random interest rate changes. (2020). Banos, David R. In: Papers. RePEc:arx:papers:2012.15541.

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2020Pricing Defaulted Italian Mortgages. (2020). Schenk-Hoppé, Klaus ; Schenk-Hoppe, Klaus R ; Pelizza, Michela. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:2:p:31-:d:318795.

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2020Realized Measures to Explain Volatility Changes over Time. (2020). Floros, Christos ; Gkillas, Konstantinos ; Tsagkanos, Athanasios ; Konstantatos, Christoforos. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:6:p:125-:d:371152.

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2020Stochastic Volatility and GARCH: Do Squared End-of-Day Returns Provide Similar Information?. (2020). Allen, David. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:9:p:202-:d:410152.

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2020Financial Bubbles: A Study of Co-Explosivity in the Cryptocurrency Market. (2020). Agosto, Arianna ; Cafferata, Alessia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:34-:d:343546.

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2020Systematic Risk at the Industry Level: A Case Study of Australia. (2020). Vo, Duc ; McAleer, Michael ; Nguyen, Thang Cong ; Vu, Tan Ngoc. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:36-:d:344914.

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2020Technical Analysis on the Bitcoin Market: Trading Opportunities or Investors’ Pitfall?. (2020). de Giuli, Maria Elena ; Pagnottoni, Paolo ; Resta, Marina ; DeGiuli, Maria Elena . In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:44-:d:354452.

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2020Special Issue “Machine Learning in Insurance”. (2020). Nielsen, Jens Perch ; Kyriakou, Ioannis ; Asimit, Vali. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:54-:d:362822.

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2020A New Approach to Risk Attribution and Its Application in Credit Risk Analysis. (2020). Frei, Christoph. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:2:p:65-:d:371982.

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2020Measuring the Performance of Bank Loans under Basel II/III and IFRS 9/CECL. (2020). Pham, Ha ; Engelmann, Bernd. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:93-:d:407903.

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2020Multivariate General Compound Point Processes in Limit Order Books. (2020). Swishchuk, Anatoliy ; Remillard, Bruno ; Guo, QI. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:98-:d:412414.

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2020First Quarter Chronicle of COVID-19: An Attempt to Measure Governments’ Responses. (2020). Constantinescu, Corina ; del Carmen, Maria ; Ahin, Ule ; Zhu, Wei ; Wang, Jing ; Henshaw, Kira ; Eisenberg, Julia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:115-:d:439377.

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2020Portfolio Construction by Using Different Risk Models: A Comparison among Diverse Economic Scenarios. (2020). Hunjra, Ahmed ; Alawi, Suha Mahmoud ; Hanif, Mahnoor ; Sahito, Uroosa ; Colombage, Sisira. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:126-:d:453526.

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2020Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis. (2020). Sadaqat, Mohsin ; Ashraf, Badar Nadeem ; Shear, Falik. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:2-:d:466308.

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2020Mining Actuarial Risk Predictors in Accident Descriptions Using Recurrent Neural Networks. (2020). Marceau, Etienne ; Lamontagne, Luc ; Baillargeon, Jean-Thomas. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:7-:d:469884.

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2020Sustainable Funds’ Performance Evaluation. (2020). Yue, Xiaoguang ; TERESIENE, DEIMANTE ; Han, Yan ; Liu, Wei ; Merkyte, Justina. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:19:p:8034-:d:421326.

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2020Companies’ Sustainable Growth, Accounting Quality, and Investments Performances. The Case of the Romanian Capital Market. (2020). Toma, Constantin ; Pvloaia, Leontina ; Carp, Mihai ; Afrsinei, Mihai-Bogdan ; Georgescu, Iuliana Eugenia. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9748-:d:449331.

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2020Tail Risk Measurement In Crypto-Asset Markets. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0186.

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2020On the use of growth models to understand epidemic outbreaks with application to COVID-19 data. (2020). Kakai, Romain Glele ; Lokonon, Bruno Enagnon ; Tovissode, Chenangnon Frederic. In: PLOS ONE. RePEc:plo:pone00:0240578.

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2020Exploring the dependencies among main cryptocurrency log-returns: A hidden Markov model. (2020). Bartolucci, Francesco ; Ametrano, Ferdinando ; Forte, Gianfranco ; Pennoni, Fulvia. In: MPRA Paper. RePEc:pra:mprapa:106150.

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2020The concept of global governance in tourism franchises: a case study of TUI group. (2020). Aburumman, Asad H. In: Entrepreneurship and Sustainability Issues. RePEc:ssi:jouesi:v:8:y:2020:i:2:p:1321-1339.

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Recent citations received in 2019
YearCiting document
2019Optimal Solution Techniques in Decision Sciences A Review. (2019). Wong, Wing-Keung ; Ho, Thi Diem-Chinh ; Tran, Tuan-Kiet ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:1:p:114-161.

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2019MOMENT GENERATING FUNCTION, EXPECTATION AND VARIANCE OF UBIQUITOUS DISTRIBUTIONS WITH APPLICATIONS IN DECISION SCIENCES: A REVIEW. (2019). Wong, Wing-Keung ; Tran, Tuan-Kiet ; Ho, Thi Diem-Chinh ; Pho, Kim-Hung. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:23:y:2019:i:2:p:65-150.

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2019A neural network-based framework for financial model calibration. (2019). Oosterlee, Cornelis W ; Grzelak, Lech A ; Borovykh, Anastasia ; Liu, Shuaiqiang. In: Papers. RePEc:arx:papers:1904.10523.

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2019Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?. (2019). , J'Ozsef ; Petneh, G'Abor. In: Papers. RePEc:arx:papers:1909.05501.

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2019A multilevel analysis to systemic exposure: insights from local and system-wide information. (2019). Gnabo, Jean-Yves ; Gandica, Y'Erali. In: Papers. RePEc:arx:papers:1910.08611.

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2019A hybrid stochastic differential reinsurance and investment game with bounded memory. (2019). Zhong, Feimin ; Gao, Rui ; Xiao, Helu ; Zhou, Zhongbao ; Bai, Yanfei. In: Papers. RePEc:arx:papers:1910.09834.

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2019Does Death Anxiety Moderate the Adequacy of Retirement Savings? Empirical Evidence from 40-Plus Clients of Spanish Financial Advisory Firms. (2019). Herrador, Teresa ; Topa, Gabriela ; Garmendia, Pablo ; Hernandez, Montserrat. In: IJFS. RePEc:gam:jijfss:v:7:y:2019:i:3:p:38-:d:246463.

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2019The Laws of Motion of the Broker Call Rate in the United States. (2019). Garivaltis, Alexander. In: IJFS. RePEc:gam:jijfss:v:7:y:2019:i:4:p:56-:d:272663.

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2019Determining Distribution for the Quotients of Dependent and Independent Random Variables by Using Copulas. (2019). Wong, Wing-Keung ; Pho, Kim-Hung ; Ly, Sel. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:42-:d:213207.

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2019Competition in the Indian Banking Sector: A Panel Data Approach. (2019). Meng, Fanda ; Liu, Shuangzhe ; Sathye, Milind. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:3:p:136-:d:259962.

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2019Tax Arrears Versus Financial Ratios in Bankruptcy Prediction. (2019). Andresson, Art ; Lukason, Oliver. In: JRFM. RePEc:gam:jjrfmx:v:12:y:2019:i:4:p:187-:d:296570.

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2019Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Pesantez-Narvaez, Jessica. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:2:p:70-:d:241617.

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2019Quantile Regression with Telematics Information to Assess the Risk of Driving above the Posted Speed Limit. (2019). Alcaiz, Manuela ; Guillen, Montserrat ; Perez-Marin, Ana M ; Bermudez, Lluis. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:80-:d:248378.

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2019Special Issue “Risk, Ruin and Survival: Decision Making in Insurance and Finance”. (2019). Zitikis, Riardas ; Sendova, Kristina ; Ren, Jiandong. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:96-:d:265178.

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2019DeepTriangle: A Deep Learning Approach to Loss Reserving. (2019). Kuo, Kevin. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:3:p:97-:d:267719.

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2019Credit Valuation Adjustment Compression by Genetic Optimization. (2019). Crepey, Stephane ; Chataigner, Marc. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:100-:d:272095.

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2019A Likelihood Approach to Bornhuetter–Ferguson Analysis. (2019). Martinez-Miranda, Maria Dolores ; Margraf, Carolin ; Elpidorou, Valandis ; Nielsen, Bent. In: Risks. RePEc:gam:jrisks:v:7:y:2019:i:4:p:119-:d:296216.

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2019Risks Special Issue on “Granular Models and Machine Learning Models”. (2019). Taylor, Greg. In: Risks. RePEc:gam:jrisks:v:8:y:2019:i:1:p:1-:d:303264.

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2019Variations of Particle Swarm Optimization for Obtaining Classification Rules Applied to Credit Risk in Financial Institutions of Ecuador. (2019). Fernandez Bariviera, Aurelio ; Lanzarini, Laura ; Santana, Patricia Jimbo . In: Risks. RePEc:gam:jrisks:v:8:y:2019:i:1:p:2-:d:303464.

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2019Internet of Things and Their Coming Perspectives: A Real Options Approach. (2019). Cruz Rambaud, Salvador ; Cruz-Rambaud, Salvador ; Sanchez-Perez, Ana Maria ; Tarifa-Fernandez, Jorge. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:11:p:3178-:d:237686.

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2019Sustainable Road Design: Promoting Recycling and Non-Conventional Materials. (2019). Dawson, Andrew ; Thom, Nicholas. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:21:p:6106-:d:282895.

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2019On the Asymmetries of Sovereign Credit Rating Announcements and Financial Market Development in the European Region. (2019). Khan, Muhammad Asif ; Pervaiz, Khansa ; Li, Chunling ; Olah, Judit ; Ur, Faheem. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:23:p:6636-:d:290359.

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2019Pay Me Later is Not Always Positively Associated with Bank Risk Reduction—From the Perspective of Long-Term Compensation and Black Box Effect. (2019). Yuan, Xuchuan ; Jiang, Minghui ; Ma, Tianyi. In: Sustainability. RePEc:gam:jsusta:v:12:y:2019:i:1:p:35-:d:299541.

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2019Company’s Performance and Its Determinants: A Study on Dutch Lady Milk Industries Berhad. (2019). Pang, Xiao Xuan. In: MPRA Paper. RePEc:pra:mprapa:97168.

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2019The Impact Of Determinants The Factor That Influence The Company Performance:A Study On Padini Holding BHD In Malaysia.. (2019). Yan, Chong Wai. In: MPRA Paper. RePEc:pra:mprapa:97176.

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2019The Market Risk on Dominos Pizza Incorporations Peformance. (2019). Teoh, Wenji. In: MPRA Paper. RePEc:pra:mprapa:97244.

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2019Market Risk on Dominos Pizza Incorporations Performance. (2019). Wenji, Teoh. In: MPRA Paper. RePEc:pra:mprapa:97319.

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