Daniel Jassy, CFA, is an Investopedia Academy instructor and the founder of SPYderCRusher Research. He contributes to Excel and Algorithmic Trading. Robert Kelly is managing director of XTS Energy LLC ...

Almost three-quarters of European lenders use the historical simulation (HS) approach to model their market risks, the latest supervisory benchmarking exercise (SVB) by the bloc’s banking watchdog ...

Abstract: Value at risk, an effective measurement of financial risk, can be used to forecast the risk associated with amount of refined oil. In this paper, an improved Historical Simulation Approach, ...

Almost three-quarters of European lenders use the historical simulation (HS) approach to model their market risks, the latest supervisory benchmarking exercise (SVB) by the bloc’s banking watchdog ...

Abstract: Conventionally, analysis tools used by utility engineers are designed to work for a single domain i.e. either for transmission or for distribution system analysis. With continued growth of ...