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Which risk factors drive oil futures price curves?
Ames, Matthew; Bagnarosa, Guillaume; Matsui, Tomoko; … - In: Energy economics 87 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012512291
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A dynamic stochastic integrated climate-conomic spatiotemporal model for agricultural insurance products
Gao, Suikai; Bagnarosa, Guillaume; Peters, Gareth; … - In: North American actuarial journal : NAAJ ; leading the … 28 (2024) 1, pp. 27-6
Persistent link: https://www.econbiz.de/10014513807
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Violations of uncovered interest rate parity and international exchange rate dependences
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth - In: Journal of international money and finance 73 (2017), pp. 162-187
Persistent link: https://www.econbiz.de/10011787712
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A unified approach to mortality modelling using state-space framework : characterisation, identification, estimation and forecasting
Fung, Man Chung; Peters, Gareth; Shevchenko, Pavel V. - In: Annals of actuarial science : publ. by the Institute of … 11 (2017) 2, pp. 343-389
Persistent link: https://www.econbiz.de/10011820669
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Cyber risk frequency, severity and insurance viability
Malavasi, Matteo; Peters, Gareth; Shevchenko, Pavel V.; … - In: Insurance / Mathematics & economics 106 (2022), pp. 90-114
Persistent link: https://www.econbiz.de/10013380467
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Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?
Peters, Gareth; Shevchenko, Pavel V.; Hassani, Bertrand; … - In: The journal of operational risk 11 (2016) 3, pp. 1-49
Persistent link: https://www.econbiz.de/10013177152
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Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades
Ames, Matthew; Bagnarosa, Guillaume; Peters, Gareth W.; … - In: Journal of Forecasting 37 (2018) 8, pp. 805-831
Persistent link: https://www.econbiz.de/10012081974
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Impact of COVID-19 type events on the economy and climate under the stochastic DICE model
Shevchenko, Pavel V.; Murakami, Daisuke; Matsui, Tomoko; … - In: Environmental economics and policy studies : the … 24 (2022) 3, pp. 459-476
Persistent link: https://www.econbiz.de/10013387101
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Global perspectives on operational risk management and practice : a survey by the Institute of Operational Risk (IOR) and the Center for Financial Professionals (CeFPro)
Peters, Gareth; Clark, George; Thirlwell, John; Kulwal, … - In: The journal of operational risk 13 (2018) 4, pp. 47-88
Persistent link: https://www.econbiz.de/10011976060
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Opening discussion on banking sector risk exposures and vulnerabilities from Virtual currencies : an operational risk perspective
Peters, Gareth; Chapelle, Ariane; Panayi, Efstathios - In: Open economies review 17 (2016) 4, pp. 239-272
Persistent link: https://www.econbiz.de/10011718562