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Identifying the dynamic relationship between tanker freight rates and oil prices: In the perspective of multiscale relevance

Sun, Xiaolei; Tang, Ling; Yang, Yuying; Wu, Dengsheng; … - In: Economic Modelling 42 (2014) C, pp. 287-295

The tanker shipping market has been treated as the key extension of the world oil market and inevitably, its uncertainty is correlated to volatility of the oil market, besides supply and demand factors. Therefore, for improving operational management and budget planning decisions, it is...

Persistent link: https://www.econbiz.de/10010931055

Risk integration and optimization of oil-importing maritime system : a multi-objective programming approach

Li, Jianping; Sun, Xiaolei; Wang, Fei; Wu, Dengsheng - In: Intelligent knowledge management in operations research, (pp. 57-76). 2015

Persistent link: https://www.econbiz.de/10011489075

Determining the fuzzy measures in multiple criteria decision aiding from the tolerance perspective

Li, Jianping; Yao, Xiaoyang; Sun, Xiaolei; Wu, Dengsheng - In: European journal of operational research : EJOR 264 (2018) 2, pp. 428-439

Persistent link: https://www.econbiz.de/10011801749

Portfolio optimisation of material purchase considering supply risk : a multi-objective programming model

Hao, Jun; Li, Jianping; Wu, Dengsheng; Sun, Xiaolei - In: International journal of production economics 230 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012388494

MODELING DYNAMIC CORRELATIONS AND SPILLOVER EFFECTS OF COUNTRY RISK: EVIDENCE FROM RUSSIA AND KAZAKHSTAN

LI, JIANPING; SUN, XIAOLEI; HE, WAN; TANG, LING; XU, WEIXUAN - In: International Journal of Information Technology & … 08 (2009) 04, pp. 803-818

Oil economies in the Former Soviet Union (FSU) region, with geographical proximity to each other, are usually impacted by some common risk factors, which make their country risks closely correlated. This paper focuses on correlation between country risks and investigates the spillovers of...

Persistent link: https://www.econbiz.de/10008487371

Change point detection for subprime crisis in American banking : from the perspective of risk dependence

Zhu, Xiaoqian; Xie, Yongjia; Li, Jianping; Wu, Dengsheng - In: International review of economics & finance : IREF 38 (2015), pp. 18-28

Persistent link: https://www.econbiz.de/10011572332

Should the advanced measurement approach for operational risk be discarded? : evidence from the Chinese banking industry

Zhu, Xiaoqian; Li, Jianping; Wu, Dengsheng - In: Review of Pacific Basin financial markets and policies 22 (2019) 1, pp. 1950007-1-1950007-15

Persistent link: https://www.econbiz.de/10012156150

Financial statements based bank risk aggregation

Li, Jianping; Wei, Lu; Lee, Cheng F.; Zhu, Xiaoqian; … - In: Review of quantitative finance and accounting 50 (2018) 3, pp. 673-694

Persistent link: https://www.econbiz.de/10011979270

A general framework for constructing bank risk data sets

Zhu, Xiaoqian; Lu, Wei; Wu, Dengsheng; Li, Jianping - In: Journal of risk 21 (2018/2019) 1, pp. 37-59

Persistent link: https://www.econbiz.de/10011980291

Risk Matrix : Rating Scheme Design and Risk Aggregation

Bao, Chunbing; Li, Jianping; Wu, Dengsheng - 2022

Chapter 1. Risk matrix: Foundations and Overview -- Chapter 2. Different types of risk matrices and typical applications -- Chapter 3. Rating scheme design methods -- Chapter 4. Risk perceptions in risk matrix: sources and impact to risk matrix design -- Chapter 5. Risk matrix design assessment:...

Persistent link: https://www.econbiz.de/10013256197