Jialin Zhao

Illinois Institute of Technology - Stuart School of Business, IIT

10 West 35th Street, 18th Floor

Chicago, IL 60616

United States

SCHOLARLY PAPERS

2

DOWNLOADS

216

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Co-Simulation of Risk Factors in Power Markets

Number of pages: 18 Posted: 06 Jun 2015
Jialin Zhao and Sang Baum Kang
Illinois Institute of Technology - Stuart School of Business, IIT and Illinois Institute of Technology - Stuart School of Business
Downloads 164 (204,512)
Citation 3

Abstract:

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Co-simulation, temperature, electricity load, electricity prices

2.

The Incremental Expected Shortfall-Based Pricing: Application to a Cost-Effective Hedge of an Electricity Price-Volume Quanto Risk

Number of pages: 35 Posted: 14 Mar 2016
Sang Baum Kang, Michael Ong and Jialin Zhao
Illinois Institute of Technology - Stuart School of Business, Michael K. Ong Risk Advisory and Illinois Institute of Technology - Stuart School of Business, IIT
Downloads 52 (427,755)

Abstract:

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Hedging Evaluation, Quanto Contracts, Financial Risk Management