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The mutual-information-based variance-covariance approach : an application to operational risk aggregation in Chinese banking
Li, Jianping; Zhu, Xiaoqian; Xie, Yongjia; Chen, Jianming; … - In: The journal of operational risk 9 (2014/2015) 3, pp. 3-19
Persistent link: https://www.econbiz.de/10013262974
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A combination model for operational risk estimation in a Chinese banking industry case
Feng, Jichuang; Li, Jianping; Gao, Lijun; Hua, Zhongsheng - In: The journal of operational risk 7 (2012) 2, pp. 17-39
Persistent link: https://www.econbiz.de/10009572422
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On the aggregation of credit, market and operational risks
Li, Jianping; Zhu, Xiaoqian; Lee, Cheng F.; Wu, Dengsheng; … - In: Review of quantitative finance and accounting 44 (2015) 1, pp. 161-189
Persistent link: https://www.econbiz.de/10011327637
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Oil-importing optimal decision considering country risk with extreme events : a multi-objective programming approach
Li, Jianping; Tang, Ling; Sun, Xiaolei; Wu, Dengsheng - In: Computers & operations research : and their … 42 (2014), pp. 108-115
Persistent link: https://www.econbiz.de/10010236823
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Identifying the risk-return tradeoff and exploring the dynamic risk exposure of country portfolio of the FSU's oil economies
Sun, Xiaolei; Li, Jianping; Tang, Ling; Wu, Dengsheng - In: Economic modelling 29 (2012) 6, pp. 2494-2503
Persistent link: https://www.econbiz.de/10009673674
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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), pp. 287-295
Persistent link: https://www.econbiz.de/10010478133
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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
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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
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New challenge and research development in global energy financialization : guest editors' introduction
Ji, Qiang; Li, Jianping; Sun, Xiaolei - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2669-2672
Persistent link: https://www.econbiz.de/10012211011
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Assessing the extreme risk spillovers of international commodities on maritime markets: a GARCH-Copula-CoVaR approach
Sun, Xiaolei; Liu, Chang; Wang, Jun; Li, Jianping - In: International review of financial analysis 68 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012301025