With the advancement of Power Market reform and the opening of the Demand Side market,
the dynamic risk management of electricity retailers has attracted more attention. This paper …

Sectoral corporate credit risk interlinkages constitute a highly topical issue for the systemic
risk considerations of policymakers and market practitioners. We reveal the macroeconomic …

There is no well‐built theory on credit risk measurement and decision analysis for financial
big data, and an effective and scientific evaluation system for them has not been formed. A …

We consider a price-mediated contagion framework in which each bank, after an exogenous
shock, may have to sell assets in order to comply with regulatory constraints. Interaction …

Many retailers are small and medium enterprises (SMEs) with limited access to capital to
finance their operations. Here, we consider a supply chain consisting of a capital …

In a volatile market environment, it is an important issue whether a manufacturer with capital
constraints should establish an online direct sales channel to encroach the retail market. In …

Operational management has been gaining increasing importance in the financial industry
and firms make substantial investments in operations management systems to reduce …

We de-compose the S&P Goldman Sachs Commodity Index into its underlying commodity
sub-categories and develop a modified conditional value at risk (CVaR) metric to examine …

Expected cost functions are often minimized to determine optimal inspection schemes for lot
acceptance purposes. However, minimum mean cost sampling plans usually have high …

This paper quantifies the Too-Systemic-To-Fail (TSTF) paradigm in the Eurozone since the
introduction of the Euro through three primary dimensions: Too-Big-To-Fail (TBTF), Too …