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Less disagreement, better forecasts : adjusted risk measures in the energy futures market

Zhang, Ning; Gong, Yujing; Xue, Xiaohan - In: The journal of futures markets 43 (2023) 10, pp. 1332-1372

Persistent link: https://www.econbiz.de/10014339438

Supply chain structure and risk attitude in the selection of environmentally friendly products

Xie, Gang; Zhang, Ning; Jiang, Mao - In: International journal of applied management science 6 (2014) 1, pp. 22-44

Persistent link: https://www.econbiz.de/10010390811

An empirical investigation of multiperiod tail risk forecasting models

Zhang, Ning; Su, Xiaoman; Qi, Shuyuan - In: International review of financial analysis 86 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014248332

Antitrust policy and inward FDI : the impact of policy risk and uncertainty on U.S. inward-FDI flows

Clougherty, Joseph A.; Zhang, Nan - In: International business review : the official journal of … 32 (2023) 4, pp. 1-12

Persistent link: https://www.econbiz.de/10014373631

Risk identification and conduction model for financial institution IT outsourcing in China

Qin, Liangjuan; Wu, Harris; Nan, Zhang; Li, Xiang - In: Information technology and management 13 (2012) 4, pp. 429-443

Persistent link: https://www.econbiz.de/10009672385

Robust non-zero-sum investment and reinsurance game with default risk

Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi - In: Insurance / Mathematics & economics 84 (2019), pp. 115-132

Persistent link: https://www.econbiz.de/10011990456

Real-option valuation in a finite-time, incomplete market with jump diffusion and investor-utility inflation

Hillman, Timothy; Zhang, Nan; Jin, Zhuo - In: Risks : open access journal 6 (2018) 2, pp. 1-20

We extend an existing numerical model (Grasselli (2011)) for valuing a real option to invest in a capital project in an incomplete market with a finite time horizon. In doing so, we include two separate effects: the possibility that the project value is partly describable according to a...

Persistent link: https://www.econbiz.de/10011866522

Stochastic differential investment and reinsurance games with nonlinear risk processes and VaR constraints

Wang, Ning; Zhang, Nan; Jin, Zhuo; Qian, Linyi - In: Insurance / Mathematics & economics 96 (2021), pp. 168-184

Persistent link: https://www.econbiz.de/10012482845

Implicit prices of job risk, climate, and air pollution : evidence from Taiwan

Zhang, Nan; Shaw, Daigee; Lin, Chuan-Yao - In: Climate change economics : CCE 13 (2022) 4, pp. 1-19

Persistent link: https://www.econbiz.de/10013370354

Model risk of expected shortfall

Lazar, Emese; Zhang, Ning - In: Journal of banking & finance 105 (2019), pp. 74-93

Persistent link: https://www.econbiz.de/10012163809