Measuring and Modelling Financial Risk and Derivatives
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (31 July 2020) | Viewed by 60153
Special Issue Editors
2. Department of Finance, College of Management, Asia University, Taichung 41354, Taiwan
Interests: economics; econometrics; financial econometrics; statistics; quantitative finance; risk and financial management; energy economics and finance; time series analysis; forecasting; technology and innovation; industrial organization; health and medical economics; tourism research and management
Special Issues, Collections and Topics in MDPI journals
Interests: economics; financial econometrics; quantitative finance; risk and financial management; econometrics; statistics; time series analysis; energy economics and finance; sustainability; environmental modelling; carbon emissions; climate change econometrics; forecasting; informatics; data mining
Special Issues, Collections and Topics in MDPI journals
2. Department of Medical Research, China Medical University Hospital, Taichung City 40447, Taiwan
3. Department of Economics and Finance, The Hang Seng University of Hong Kong, Hong Kong, China
Interests: behavioral models; mathematical modeling; econometrics; energy economics; equity analysis; investment theory; risk management; behavioral economics; operational research; decision theory; environmental economics; public health; time series analysis; forecasting
Special Issues, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
Risk is prevalent in any aspect of human existence.
Understanding, measuring, modelling and forecasting financial risk is paramount in every aspect of modern living, including banking, stocks, bonds, currencies, and related financial derivatives.
Measuring and modelling financial risk is demanding, especially in light of the number of financial stocks and related commodities that can be and are produced quickly in real time.
The number and complexity of financial derivatives that arise from basic spot or cash indexes contribute to the difficulties associated with understanding, measuring, analyzing, modelling, evaluating and forecasting financial risk.
Using different risk measures could compare the performances of different variables through the analysis of empirical real-world data.
A Special Issue of Risks on “Measuring and Modelling Financial Risk and Derivatives” will be devoted to advancements in the analytical, econometric, mathematical and statistical development of risk measures, with special reference to derivatives such as futures, options, VIX, ETFs, and related financial products.
It is envisaged that the financial commodities and their associated derivatives will accommodate financial products, energy products, green energy and the associated agricultural products to produce bio-ethanol and bio-diesel, renewable and sustainable energy products, and the associated carbon emissions and carbon spot and futures prices.
The Special Issue will encompass innovative theoretical developments, challenging and exciting practical applications, and interesting case studies in the analysis of financial risk and derivatives in finance and cognate disciplines.
The Guest Editors invite innovative contributions of original research articles in the theory, practice and applications of financial risk measures, models, portfolio analysis, and financial derivatives across a wide range of disciplines.
All submissions must contain original unpublished work not being considered for publication elsewhere.
Prof. Wing-Keung Wong
Prof. Chia-Lin Chang
Prof. Michael McAleer
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Risks is an international peer-reviewed open access monthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- modelling and forecasting financial risk
- banking
- stocks
- bonds
- currencies
- financial derivatives
- futures
- options
- VIX
- ETFs
Benefits of Publishing in a Special Issue
- Ease of navigation: Grouping papers by topic helps scholars navigate broad scope journals more efficiently.
- Greater discoverability: Special Issues support the reach and impact of scientific research. Articles in Special Issues are more discoverable and cited more frequently.
- Expansion of research network: Special Issues facilitate connections among authors, fostering scientific collaborations.
- External promotion: Articles in Special Issues are often promoted through the journal's social media, increasing their visibility.
- e-Book format: Special Issues with more than 10 articles can be published as dedicated e-books, ensuring wide and rapid dissemination.
Further information on MDPI's Special Issue polices can be found here.