You are currently on the new version of our website. Access the old version .

Journal of Risk and Financial Management, Volume 15, Issue 6

2022 June - 41 articles

Cover Story: The value of a swing contract is a combination of the underlying price dynamics and a series of decisions to optimize the storage situation. Nonetheless, up until recently, the swing contract has been evaluated solely on the price dynamics. Aided by recent advances in artificial intelligence (AI) and machine learning (ML) technologies, recent studies have been able to incorporate storage limitations. We contribute to the literature by proposing an AI methodology—particle swarm optimization (PSO)—for evaluation of the swing contract. We also study the relative impact of the price dynamics (exogenously given) that underlies the swing contract and the storage constraints that affect a quantity decision process. View this paper
  • Issues are regarded as officially published after their release is announced to the table of contents alert mailing list .
  • You may sign up for email alerts to receive table of contents of newly released issues.
  • PDF is the official format for papers published in both, html and pdf forms. To view the papers in pdf format, click on the "PDF Full-text" link, and use the free Adobe Reader to open them.

Articles (41)

  • Article
  • Open Access
11 Citations
6,792 Views
29 Pages

Certificate-of-need (CON) laws restrict entry into health services by requiring healthcare providers to seek approval from state healthcare regulators before making any major capital expenditures. An important question is whether CON laws influence t...

  • Article
  • Open Access
4 Citations
5,060 Views
20 Pages

The financial stability of the commercial banking sector remains one of the critical responsibilities of the Reserve Bank of India (RBI). Weak banks cause instability in the financial system, triggering depositor runs. While several studies covered t...

  • Review
  • Open Access
31 Citations
11,130 Views
15 Pages

Informal Finance: A Boon or Bane for African SMEs?

  • Olipha Mpofu and
  • Athenia Bongani Sibindi

The aim of this study was to ascertain what can be done by the informal finance sector to close the credit gap in order to improve access to finance by SMEs. SMEs are the backbone of many economies as a result of generating employment and improving G...

  • Article
  • Open Access
15 Citations
7,744 Views
19 Pages

A Machine Learning Framework towards Bank Telemarketing Prediction

  • Stéphane Cédric Koumétio Tékouabou,
  • Ştefan Cristian Gherghina,
  • Hamza Toulni,
  • Pedro Neves Mata,
  • Mário Nuno Mata and
  • José Moleiro Martins

The use of machine learning (ML) methods has been widely discussed for over a decade. The search for the optimal model is still a challenge that researchers seek to address. Despite advances in current work that surpass the limitations of previous on...

  • Article
  • Open Access
29 Citations
3,936 Views
17 Pages

This study investigates the interactive effect of ownership structure on the relationship between annual board report readability and stock price crash risk in companies listed on the Tehran Stock Exchange (TSE). The negative skewness model was used...

  • Article
  • Open Access
2 Citations
2,370 Views
13 Pages

Using the same data set, a researcher can obtain very different reduced form estimates just by assuming different macroeconomic models. Reiterative Truncated Projected Least Squares (RTPLS) or Variable Slope Generalized Least Squares (VSGLS) can be u...

  • Article
  • Open Access
1 Citations
4,128 Views
25 Pages

The effectiveness of government policies and economic stimuli during the 2007 financial crisis and the COVID-19 pandemic are compared in this study. While the 2007 financial crisis started in the real estate market and spread through the contagion ef...

  • Article
  • Open Access
9 Citations
7,174 Views
18 Pages

Banking Risks in the Asset and Liability Management System

  • Liubov Lysiak,
  • Iuliia Masiuk,
  • Anatolii Chynchyk,
  • Olena Yudina,
  • Oleksandr Olshanskiy and
  • Valentyna Shevchenko

Banking risk management is considered weak compared to rapid changes in financial markets. In light of the recent global financial crisis, banking risk management has become a significant concern of banking regulators and government agencies. This wo...

  • Article
  • Open Access
19 Citations
6,533 Views
25 Pages

The aim of this article is to reveal the connection and significance of the concepts of dark tourism and sustainable tourism for the sustainable development of tourism, especially for regional tourism growth. The article discusses the theoretical asp...

  • Article
  • Open Access
4 Citations
3,398 Views
16 Pages

Disasters are often followed by a large-scale stimulus supporting the economy through the built environment, which can last years. During this time, official economic indicators tend to suggest the economy is doing well, but as activity winds down, t...

of 5

Get Alerted

Add your email address to receive forthcoming issues of this journal.

XFacebookLinkedIn
J. Risk Financial Manag. - ISSN 1911-8074