Archives for LFIN

Sophie Moinas will give a presentation on Intermittent power generation and risk premia on electricity futures markets Abstract: We investigate the hidden financial costs of the increase in the share of intermittent renewable power generation in the electricity production mix....

Arturo Leccadito (University of Calabria) will give a presentation on Predictive identification robust confidence sets with application to tail risk measures Abstract: This work proposes a novel method for constructing confidence sets for predictions in parametric or semi-parametric...

  Louvain Finance Day – May 17th, 2023   The 2023 edition of the Louvain Finance Day will be dedicated to the role finance in view of the forthcoming climate and energy challenges.   Please find here the detailed programme or download the programme (PDF)....

Tiziano Bellini (Prometeia) Model Risk Quantification in Commercial Banking: A Statistical Framework Abstract : A framework for quantifying model risks in commercial banking is proposed. Model Uncertainty is investigated from different angles with the aim to capture risks stemming from...