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浏览/检索结果: 共4条，第1-4条 帮助 限定条件 发表日期：2022     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文 NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19 作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng 收藏  |  浏览/下载：16/0  |  提交时间：2023/02/07 Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks   Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文 NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15 作者:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang 收藏  |  浏览/下载：15/0  |  提交时间：2023/02/07 Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles   Can financial crisis be detected? Laplacian energy measure 期刊论文 EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28 作者:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xin;  Yang, Xiaoguang;  Cao, Jinde 收藏  |  浏览/下载：7/0  |  提交时间：2023/02/07 Financial crisis  complex network  Laplacian energy  network structure  seasonal-trend decomposition procedure based on loess (STL)   Time-varying determinants of China's liquefied natural gas import price: A dynamic model averaging approach 期刊论文 ENERGY, 2022, 卷号: 259 作者:  Wang, Tiantian;  Qu, Wan;  Zhang, Dayong;  Ji, Qiang;  Wu, Fei 收藏  |  浏览/下载：5/0  |  提交时间：2023/05/30 Natural gas  China LNG import  Dynamic model averaging  Energy security