2 papers
stat.AP2026
Green Haven or Risky Venture? Exploring the Connectedness and Hedging of Sustainable Cryptocurrencies and Green Financial Markets
Chang Li, Rui Jiang, Hao Wu +1
Conventional cryptocurrency often leads to increased energy consumption and carbon emissions, while sustainable cryptocurrencies possess the potential to become a green alternative…
stat.AP2023
Pricing Multi-event Triggered Catastrophe Bonds Based on Copula-POT Model
Yifan Tang, Chengxiu Ling, Conghua Wen
The constantly expanding frequency and loss affected by natural disasters pose a severe challenge to the traditional catastrophe insurance market. This paper aims to develop an inn…