Journal of Risk and Financial Management, Volume 16, Issue 4

In this paper, the generalised extreme value distribution (GEVD) model is employed to estimate financial risk in the form of return levels and the value at risk (VaR) for the two exchange rates, BitCoin/US dollar (BTC/USD) and the South African rand/...

Technological progress and the development of electronic services make financial services one of the fastest-growing sectors. The role of the current education system is to ensure that all users of an ever-increasing variety of products and services...

A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is better adapted for studying the distributions of sums of a random number of random variables. The properties of these distribution...

This study investigates the risk spillover effect between the exchange rate of importing and exporting oil countries and the oil price. The analysis is supported by the utilization of a set of double-long memories. Thereafter, a multivariate GARCH ty...

The paper explores the emergence and consequence of contract farming as a new subsector of agriculture in a small open developing economy, applying the theory of finite change in a general equilibrium framework. In this paper, we analyze the entry of...

This study investigates the socio-economic characteristics, behavioral preferences, and consumption of individuals who own crypto-assets. Our empirical analysis utilizes data from a German personal finance management app where users connect their ban...

The increased use of advanced technologies by consumers and hospitals is moving care closer to patients, and the challenge is one of how patient data can be shared with external care providers and patients. To support care continuity, patient data in...

This paper aims to evaluate the forecast capability of electricity markets, categorized by numerous major characteristics such as non-stationarity, nonlinearity, highest volatility, high frequency, mean reversion and multiple seasonality, which give...

This research aims to study the relationship between economic growth and the increase in the tourism sector in Italy. Unlike most of the literature, we use the value added in the main economic sectors involved in tourism activity as a proxy for touri...

The aim of this study is to examine the impacts of board size, gender diversity and independence on ESG performance whilst also examining the impact of country-level social trust on such performance. We perform a panel data analysis and the least squ...