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Research article

First published 2016-11

An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

Katherine Uylangco, Siqiwen Li

Australian Journal of Management

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Research article

First published 2005-01

Multi-Period VaR-Constrained Portfolio Optimization with Applications to the Electric Power Sector

Paul R. Kleindorfer, Lide Li

The Energy Journal

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Research article

First published 2016-3

Value-at-Risk Estimation of Foreign Exchange Rate Risk in India

Onkar Shivraj Swami, Santosh Kumar Pandey, Puneet Pancholy

Asia-Pacific Journal of Management Research and Innovation

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Research article

First published 2017-7

A VaR-based optimization model for crop production planning under imprecise uncertainty

Guoqiang Yuan, Yi Tian, Shuming Wang

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2018

Optimal decision for a fuzzy supply chain with shrinkage under VaR criterion

Qingfeng Song, Kai Shi, Sheng Lin [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2005-10

Using Extreme Value Theory to Model Electricity Price Risk with an Application to the Alberta Power Market

W. D. Walls, Wei. Zhang

Energy Exploration & Exploitation

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Research article

First published 2025-12

Quantum Risk Analysis: Beyond (Conditional) Value-at-Risk

Christian Laudagé, Ivica Turkalj

Quantum Economics and Finance

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Research article

First published 2023-10

The Role of Contagion and Integration in Risk Management Measures

Jaime de Jesus Filho, Paulo Matos, Ronald Fonseca

Global Business Review

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Research article

First published 2011-7

Measurement and Quantification of Operational Risk an Application of Covariate–Var

D. Tripati Rao, Prodipta Ghosh

Metamorphosis: A Journal of Management Research

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Research article

First published 2017-12

A Study of Risk Spillover in the Crude Oil and the Natural Gas Markets

Dilip Kumar

Global Business Review

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