Regulation and infrastructure for tokenised securities and stablecoins must become far more standardised before the digital ...
Energy market participants have faced major challenges in recent months. Geopolitical tension has made markets sensitive to headlines and prone to volatility, while the globalisation of gas has ...
Jessica is in her final year of her PhD in mathematical finance at the Department of Mathematics and Statistics in the University of Calgary, Calgary, Canada. She received her B.Sc. in applied ...
Ruofei Wang received her B.S. degree in Economics from Northeastern University, China, in 2025. She is now a postgraduate student at the School of Management and Economics, Tianjin University, China.
Assen Slim is Professor of Economics at Inalco in Paris and teaches at ESSCA School of Management. He is also Vice-President for research, open science, digital humanities, and science and society at ...
The authors put forward a new model using as a Hawkes process as a subordinator in a standard Brownian motion which is ...
Focussing on energy stocks and cryptocurrencies prior to and during the Russo-Ukrainian conflict, this paper examines the ...
This paper aims to forecast Chinese carbon prices by employing a range of predictors and analyzing their impact across ...
Large US banks’ projected minimum Common Equity Tier 1 (CET1) ratios in the Federal Reserve’s annual stress tests have risen and become more tightly clustered since 2018, a Risk Quantum analysis of ...
Europe wants to bolster its stock market to match overseas rivals. The latest twist in the EU’s attempts, however, has flummoxed the industry, as a group of legislators seek to tighten rules on the ...
Realistic models for multi-dimensional asset distributions are vital for stress testing and risk management. Many statistical learning tools need large datasets and lack transparency. Extending his ...
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