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Modelling the Naira exchange rate dependence using static and time-varying copula

Katata, Kabir - In: CBN journal of applied statistics 14 (2023) 2, pp. 41-72

This paper examines the dependence structure of different currencies versus the Nigerian Naira using constant and time-varying copula. Daily Naira/USD, Naira/Yuan, Naira/Pound, and Naira/Euro exchange rates from 23 December 2011 to 12 May 2020 were utilised. We fitted eight constant and...

Persistent link: https://www.econbiz.de/10015393778

Robust investment decisions under supply disruption in petroleum markets

Gülpınar, Nalân; Canakoglu, Ethem; Pachamanova, Dessilava - In: Computers & operations research : and their … 44 (2014), pp. 75-91

Persistent link: https://www.econbiz.de/10010240596

A robust optimization approach to asset-liability management under time-varying investment opportunities

Gülpınar, Nalân; Pachamanova, Dessislava A. - In: Journal of banking & finance 37 (2013) 6, pp. 2031-2041

Persistent link: https://www.econbiz.de/10009742491

Robust strategies for facility location under uncertainty

Gülpınar, Nalân; Pachamanova, Dessislava A.; … - In: European journal of operational research : EJOR 225 (2013) 1, pp. 21-35

Persistent link: https://www.econbiz.de/10009706155

Analysis of relationship between forward and spot markets in oligopolies under demand and cost uncertainties

Gülpınar, Nalân; Oliveira, Fernando S. - In: Computational Management Science : CMS 11 (2014) 3, pp. 267-283

Persistent link: https://www.econbiz.de/10010385631

Robust trading in spot and forward oligopolistic markets

Gülpınar, Nalân; Oliveira, Fernando S. - In: International journal of production economics 138 (2012) 1, pp. 35-45

Persistent link: https://www.econbiz.de/10009550604

A robust asset-liability management framework for investment products with guarantees

Gülpınar, Nalân; Pachamanova, Dessislava A.; … - In: OR spectrum : quantitative approaches in management 38 (2016) 4, pp. 1007-1041

Persistent link: https://www.econbiz.de/10011686059

Robust optimization approaches to single period portfolio allocation problem

Gülpınar, Nalân; Hu, Zhezhi - In: Robustness analysis in decision aiding, optimization, …, (pp. 265-283). 2016

Persistent link: https://www.econbiz.de/10011518649

Optimal hedging strategy for risk management on a network

Gao, Tianjiao; Gupta, Aparna; Gülpınar, Nalân; Zhu, Yun - In: Journal of financial stability 16 (2015), pp. 31-44

Persistent link: https://www.econbiz.de/10011574001

Preface: Applied Mathematical Optimization and Modelling (APMOD 2014)

Gülpınar, Nalân; Strauss, Arne; Doan, Vinh - In: Applied mathematical optimization and modelling (APMOD 2014), (pp. 1-2). 2017

Persistent link: https://www.econbiz.de/10011737976