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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:9/0
  |  
提交时间:2023/02/07
Counterparty credit exposure
VaR
CVaR
Sensitivity
Greeks
A TiO2-based bioprobe enabling excellent SERS activity in the detection of diverse circulating tumor cells
期刊论文
JOURNAL OF MATERIALS CHEMISTRY B, 2022
作者:
Xu, Yanping
;
Lin, Jie
;
Wu, Xiaoxia
;
Xu, Xiawei
;
Zhang, Dinghu
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  |  
浏览/下载:12/0
  |  
提交时间:2022/12/23
Complex risk contagions among large international energy firms: A multi-layer network analysis
期刊论文
ENERGY ECONOMICS, 2022, 卷号: 114
作者:
Wu, Fei
;
Xiao, Xuanqi
;
Zhou, Xinyu
;
Zhang, Dayong
;
Ji, Qiang
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  |  
浏览/下载:3/0
  |  
提交时间:2023/05/30
Energy firms
Multi-layer network
Risk contagions
Time-varying
Reconsidering the efficiency of grazing exclusion using fences on the Tibetan Plateau
期刊论文
SCIENCE BULLETIN, 2020, 卷号: 65, 期号: 16, 页码: 1405-1414
作者:
Sun Jian
;
Liu Miao
;
Fu Bojie
;
Kemp David
;
Zhao Wenwu
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  |  
浏览/下载:64/0
  |  
提交时间:2020/08/18
Grazing exclusion
Wildlife
Grazing
Grassland management
Drought
Tibetan Plateau
Reconsidering the efficiency of grazing exclusion using fences on the Tibetan Plateau
期刊论文
SCIENCE BULLETIN, 2020, 卷号: 65, 期号: 16, 页码: 1405-1414
作者:
Sun, Jian
;
Liu, Miao
;
Fu, Bojie
;
Kemp, David
;
Zhao, Wenwu
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2021/03/18
Grazing exclusion
Wildlife
Grazing
Grassland management
Drought
Tibetan Plateau
Dynamic characteristics and stability of flexible riser under consideration of non-uniform tension and internal flow
会议论文
3 August 2020 through 7 August 2020
作者:
Yan DS(严定舜)
;
Guo SX(郭双喜)
;
Li Y
;
Song J
;
Li M
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  |  
浏览/下载:31/0
  |  
提交时间:2021/06/11
Dynamic characteristics and stability
Fluid-conveying riser
Fluid-solid coupling
Non-uniform tension
Overview and evaluation of the mitigation efficiency for China's seven pilot ETS
期刊论文
ENERGY SOURCES PART A-RECOVERY UTILIZATION AND ENVIRONMENTAL EFFECTS, 2019, 页码: 15
作者:
Wang, Wenjun
;
Xie, Pengcheng
;
Wang, Wenxiu
;
Zhao, Daiqing
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  |  
浏览/下载:42/0
  |  
提交时间:2020/10/29
Emission trading schemes (ETS)
Evaluation
China
GHG emission reduction
Mitigation efficiency
The capital flow of stock market studies based on epidemic model with double delays
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 18
作者:
Zhou, Qi
;
Sun, Shaolong
;
Liu, Qian
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  |  
浏览/下载:46/0
  |  
提交时间:2020/01/10
Epidemic model
Fund contagion
Herd behaviour
Parameter inversion
Reserve requirements and optimal Chinese stabilization policy
期刊论文
JOURNAL OF MONETARY ECONOMICS, 2019, 卷号: 103, 页码: 33-51
作者:
Chang, Chun
;
Liu, Zheng
;
Spiegel, Mark M.
;
Zhang, Jingyi
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  |  
浏览/下载:24/0
  |  
提交时间:2019/08/22
Reserve requirements
Chinese monetary policy
Off-balance sheet loans
Financial accelerator
Reallocation and productivity
LTV policy as a macroprudential tool and its effects on residential mortgage loans
期刊论文
JOURNAL OF FINANCIAL INTERMEDIATION, 2019, 卷号: 37, 页码: 89-103
作者:
Morgan, Peter J.
;
Regis, Paulo Jose
;
Salike, Nimesh
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  |  
浏览/下载:9/0
  |  
提交时间:2019/11/19
Mortgage credit creation
Macroprudential policy
Financial stability
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