Essays on the measurement of leverage and risk of banking institutions by Yong, Vincent Gan Beng

“…We discuss the challenges in managing and measuring endogenous and systemic risk. Considering the strong evidence that book values of leverage are key state variables, we suggest new methods to manage and measure systemic risk. …”
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Low carbon economic dispatch of integrated energy systems considering life cycle assessment and risk cost by Wu, Min, Xu, Jiazhu, Li, Yun, Zeng, Linjun, Shi, Zhenglu, Liu, Yuxing, Wen, Ming, Li, Chang

“…Subsequently, the calculated carbon emission coefficients are introduced into the ladder-type carbon trading mechanism to further constrain the carbon emissions of IES. Specifically, the system risk is controlled using the conditional value-at-risk (CVaR) theory to obtain the day-ahead dispatch strategy. …”
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