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Hedging crop yield with exchange-traded weather derivatives
Zhou, Rui; Li, Johnny Siu-Hang; Pai, Jeffrey - In: Agricultural finance review 76 (2016) 1, pp. 172-186
Persistent link: https://www.econbiz.de/10011696358
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An assessment of model risk in pricing wind derivatives
Gracianti, Giovani; Rui, Zhou; Li, Johnny Siu-Hang; Wu, … - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 479-502
Persistent link: https://www.econbiz.de/10014436785
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On the calibration of mortality forward curves
Li, Johnny Siu-hang; Ng, Andrew Cheuk-yin; Chan, Wai-Sum - In: The journal of futures markets 31 (2011) 10, pp. 947-970
Persistent link: https://www.econbiz.de/10009355756
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Canonical valuation of mortality-linked securities
Li, Johnny Siu-hang; Ng, Andrew Cheuk-yin - In: The journal of risk and insurance : the journal of the … 78 (2011) 4, pp. 853-884
Persistent link: https://www.econbiz.de/10009407885
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Managing financial risk in Chinese stock markets : option pricing and modeling under a multivariate threshold autoregression
Li, Johnny Siu-Hang; Ng, Andrew C.Y.; Chan, Wai-Sum - In: International review of economics & finance : IREF 40 (2015), pp. 217-230
Persistent link: https://www.econbiz.de/10011573584