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conditional value-at-risk

1bond and energy market 1combined contract 1dynamic dependence 1risk spillover 1supply chain coordination 1time-varying optimal copula

1Chiong, Raymond 1Devlin, Anna G. 1Dutta, Anupan 1Gupta, Jatinder N. D. 1Rahman, Md Lutfur 1Shahzad, Syed Jawad Hussain 1Song, Shiji 1Uddin, Gazi Salah 1Zhang, Yuli 1Zhao, Han

Date

12019 12022

Facets

1bond and energy market 1combined contract 1dynamic dependence 1risk spillover 1supply chain coordination 1time-varying optimal copula

1Chiong, Raymond 1Devlin, Anna G. 1Dutta, Anupan 1Gupta, Jatinder N. D. 1Rahman, Md Lutfur 1Shahzad, Syed Jawad Hussain 1Song, Shiji 1Uddin, Gazi Salah 1Zhang, Yuli 1Zhao, Han

Date

12019 12022

Title
Creator
Date

Comparing the Risk Spillover from Oil and Gas to Investment Grade and High-yield Bonds through Optimal Copulas

- Rahman, Md Lutfur, Shahzad, Syed Jawad Hussain, Uddin, Gazi Salah, Dutta, Anupan

Creator: Rahman, Md Lutfur , Shahzad, Syed Jawad Hussain , Uddin, Gazi Salah , Dutta, Anupan
Resource Type: journal article
Date: 2022

Supply chain coordination with a risk-averse retailer and a combined buy-back and revenue sharing contract

- Zhao, Han, Song, Shiji, Zhang, Yuli, Gupta, Jatinder N. D., Devlin, Anna G., Chiong, Raymond

Creator: Zhao, Han , Song, Shiji , Zhang, Yuli , Gupta, Jatinder N. D. , Devlin, Anna G. , Chiong, Raymond
Resource Type: journal article
Date: 2019

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