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Title:Analysing the systemic risk of Indian banks Author(s):VERMA, Ramprasad; AHMAD, Wasim; UDDIN, Gazi Salah; BEKIROS, Stelios D.
Date:2019Citation:
- Economics letters, 2019, Vol. 176, pp. 103-108
Type:ArticleAbstract:This paper adopts the Tail-Event driven NETwork (TENET) risk model to assess the systemic risk of Indian banks. Building upon the Value at Risk (VaR), Conditional Value at Risk (CoVaR) and a Single Index Model (SIM) in a ...
Date:2019Citation:
Title:A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series Author(s):KARASU, Seckin; ALTAN, Aytac; BEKIROS, Stelios D.; AHMAD, WasimDate:2020Citation:
- Energy, 2020, Vol. 212, Art. 11875, OnlineOnly
Type:ArticleAbstract:Forecasting the future price of crude oil, which has an important role in the global economy, is considered as a hot matter for both investment companies and governments. However, forecasting the price of crude oil with ...
; AHMAD, WasimDate:2020Citation: