Report NEP-RMG-2024-03-04

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.

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Other reports in NEP-RMG

The following items were announced in this report:

• Dorinel Bastide & St'ephane Cr'epey, 2024. "Provisions and Economic Capital for Credit Losses," Papers 2401.07728, arXiv.org, revised Dec 2024.
• Evžen Kočenda & Michala Moravcová & Evžen Kocenda, 2024. "Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities," CESifo Working Paper Series 10889, CESifo.
• Zhiyu Quan & Changyue Hu & Panyi Dong & Emiliano A. Valdez, 2024. "Improving Business Insurance Loss Models by Leveraging InsurTech Innovation," Papers 2401.16723, arXiv.org.
• Céline Baud & Nathalie Lallemand-Stempak, 2024. "Quantitative technologies and reflexivity: The role of tools and their layouts in the case of credit risk management," Post-Print hal-04419872, HAL.
• Mario Sanz-Guerrero & Javier Arroyo, 2024. "Credit Risk Meets Large Language Models: Building a Risk Indicator from Loan Descriptions in P2P Lending," Papers 2401.16458, arXiv.org, revised Aug 2024.
• Weidong Lin & Abderrahim Taamouti, 2023. "Portfolio Selection Under Non-Gaussianity And Systemic Risk: A Machine Learning Based Forecasting Approach," Working Papers 202310, University of Liverpool, Department of Economics.
• Samuel Rufat & Iuliana Armaș & Victor Santoni & Cosmina Albulescu & Karsten Uhing & Mariana Madruga de Brito & Paul Hudson, 2023. "Conclusions of the Fourth European Conference on Risk Perception, Behaviour, Management and Response - ECRP 2023," Post-Print hal-04401500, HAL.
• Melanie Koch & Lukas Menkhoff, 2024. "The Non-linear Impact of Risk Tolerance on Entrepreneurial Profit and Business Survival," Discussion Papers of DIW Berlin 2067, DIW Berlin, German Institute for Economic Research.
• Florian Diekert & Daniel Heyen & Frikk Nesje & Soheil Shayegh, 2024. "Balancing the Risk of Tipping: Early Warning Systems from Detection to Management," CESifo Working Paper Series 10892, CESifo.
• de Courson, Benoît & Frankenhuis, Willem & Nettle, Daniel, 2024. "Poverty is associated with both risk avoidance and risk taking: an empirical test of the desperation threshold model," SocArXiv gqjkm, Center for Open Science.
• Einmahl, John & Zhou, C., 2024. "Tail Copula Estimation for Heteroscedastic Extremes," Discussion Paper 2024-003, Tilburg University, Center for Economic Research.
• Ozgur Evren, 2024. "Second-Order Representations: A Bayesian Approach," Working Papers w0291, New Economic School (NES).
• Sandrine Brèteau-Amores & Marielle Brunette & Pablo Andrés-Domenech, 2023. "A Cost Assessment of Tree Plantation Failure under Extreme Drought Events in France: What Role for Insurance?," Post-Print hal-03998594, HAL.
• Gustavo Fruet Dias & Fotis Papailias & Cristina Scherrer, 2024. "An Econometric Analysis of Volatility Discovery," University of East Anglia School of Economics Working Paper Series 2024-01, School of Economics, University of East Anglia, Norwich, UK..
• Kick, Andreas & Rottmann, Horst, 2024. "On the protective effects of European sustainable stocks during the Russian invasion of Ukraine," Weidener Diskussionspapiere 88, University of Applied Sciences Amberg-Weiden (OTH).
• Pradeep Dubey & Siddhartha Sahi & Guanyang Wang, 2024. "Putting all eggs in one basket: some insights from a correlation inequality," Department of Economics Working Papers 24-02, Stony Brook University, Department of Economics.
• Ana Fern'andez Vilas & Rebeca P. D'iaz Redondo & Daniel Couto Cancela & Alejandro Torrado Pazos, 2023. "Interplay between Cryptocurrency Transactions and Online Financial Forums," Papers 2401.10238, arXiv.org.