Report NEP-RMG-2018-09-03

This is the archive for NEP-RMG, a report on new working papers in the area of Risk Management. Stan Miles issued this report. It is usually issued weekly.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-RMG

The following items were announced in this report:

• Ruodu Wang & Johanna F. Ziegel, 2018. "Scenario-based Risk Evaluation," Papers 1808.07339, arXiv.org, revised May 2021.
• Kireum, Mercy, 2016. "Estimating Catastrophic Loss In Kenyan Agriculture," 2016 Conference, August 25-26, Nelson, New Zealand 260800, New Zealand Agricultural and Resource Economics Society.
• Ferriani, Fabrizio & Veronese, Giovanni, 2018. "U.S. shale producers: a case of dynamic risk management?," MPRA Paper 88279, University Library of Munich, Germany.
• Zachary Feinstein & Birgit Rudloff, 2018. "Scalar multivariate risk measures with a single eligible asset," Papers 1807.10694, arXiv.org, revised Feb 2021.
• Natalie Packham & Fabian Woebbeking, 2018. "A factor-model approach for correlation scenarios and correlation stress-testing," Papers 1807.11381, arXiv.org, revised Jan 2019.
• Anna Chernobai & Ali Ozdagli & Jianlin Wang, 2018. "Business Complexity and Risk Management: Evidence from Operational Risk Events in U.S. Bank Holding Companies," 2018 Meeting Papers 1146, Society for Economic Dynamics.
• Samuel Antill & Asani Sarkar, 2018. "Is size everything?," Staff Reports 864, Federal Reserve Bank of New York.
• Elisa Al`os & David Garc'ia-Lorite & Aitor Muguruza, 2018. "On smile properties of volatility derivatives and exotic products: understanding the VIX skew," Papers 1808.03610, arXiv.org.
• Bullock, J. Bruce, "undated". "Price Risk Management: Are Futures Markets Adequate?," Working Papers 256557, University of Missouri Columbia, Department of Agricultural Economics.
• Hanming Fang & Zenan Wu, 2017. "Life Insurance and Life Settlement Markets with Overconfident Policyholders," PIER Working Paper Archive 17-005, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 20 Mar 2017.
• Yukun Liu & Aleh Tsyvinski, 2018. "Risks and Returns of Cryptocurrency," NBER Working Papers 24877, National Bureau of Economic Research, Inc.
• Cipollaro, Maria & Sacchelli, Sandro, 2018. "Demand and potential subsidy level for forest insurance market in Demand and potential subsidy level for forest insurance market in Italy," 2018 Seventh AIEAA Conference, June 14-15, Conegliano, Italy 275647, Italian Association of Agricultural and Applied Economics (AIEAA).
• Lukas Pfeifer & Martin Hodula, 2018. "A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example," Working Papers 2018/5, Czech National Bank.
• Gori, Filippo, 2018. "Dissecting the ‘doom loop’: the bank-sovereign credit risk nexus during the US debt ceiling crisis," MPRA Paper 87994, University Library of Munich, Germany.
• Offermann, Frank & Efken, Josef & Ellßel, Raphaela & Hansen, Heiko & Klepper, Rainer & Weber, Sascha, 2017. "Ausgewählte Instrumente zum Risikomanagement in der Landwirtschaft: Systematische Zusammenstellung und Bewertung," Thünen Working Paper 257212, Johann Heinrich von Thünen-Institut (vTI), Federal Research Institute for Rural Areas, Forestry and Fisheries.
• Mark, Tyler B. & Burdine, Kenneth H. & Cessna, Jerry & Dohlman, Erik, 2016. "The Effects of the Margin Protection Program for Dairy Producers," Economic Research Report 262192, United States Department of Agriculture, Economic Research Service.