July 2023 - 25 articles
Current theories of the discount rate have a theoretical basis focused on risk; risk-free rate and risk premium. The basic component of the discount rate, the risk-free rate as purely empirical has a natural infirmity which consequently weakens the f...
We present a multiscale analysis of the volatility of intraday prices from high-frequency data. Our multiscale framework includes a fractional Brownian motion and microstructure noise as the building blocks. The proposed noisy fractional Brownian mot...
Risk management in electricity markets is essential for decision making that involve uncertainty. This article researches the dominant themes and research trends in risk management in electricity markets using descriptive analysis, literature mapping...
This paper presents an intellectual exchange with ChatGPT, an artificial intelligence chatbot, about correlation pitfalls in risk management. The exchange takes place in the form of a conversation that provides ChatGPT with context. The purpose of th...
The past decade has witnessed significant turmoil and political conflicts in several Middle Eastern countries, such as Egypt, Syria, and Libya, called the Arab Spring. These revolutions did not only affect the countries mentioned previously; their ne...
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