Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation
JOURNAL OF SIMULATION
Ermolova, M; Leonidov, A; Nechitailo, V; Penikas, H; Pilnik, N; Serebryannikova, E
2021г. т. 15 номер 1-2 стр.. 82-92 тип: публикация в журнале

DOI - 10.1080/17477778.2020.1774430
WoS id - WOS:000543398500001

The impact of hedging and trading derivatives on value, performance and risk of European banks
EMPIRICAL ECONOMICS
Titova, Y; Penikas, H; Gomayun, N
2020г. т. 58 номер 2 стр.. 535-565 (цит. wos) 1 тип: публикация в журнале

DOI - 10.1007/s00181-018-1545-1
WoS id - WOS:000520005500006

Determinants of the probability of default: the case of the internationally listed shipping corporations
MARITIME POLICY & MANAGEMENT
Lozinskaia, A; Merikas, A; Merika, A; Penikas, H
2017г. т. 44 номер 7 стр.. 837-858 (цит. wos) 9 тип: публикация в журнале

DOI - 10.1080/03088839.2017.1345018
WoS id - WOS:000416527100004

The Application of Conflict Measure to Estimating Incoherence of Analyst's Forecasts about the Cost of Shares of Russian Companies
3RD INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT, ITQM 2015
Bronevich, A; Lepskiy, A; Penikas, H
2015г. т. 55 номер стр.. 1113-1122 (цит. wos) 7 тип: труды

DOI - 10.1016/j.procs.2015.07.079
WoS id - WOS:000360101400125

Financial Risk as a Good
2ND INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT, ITQM 2014
Selmier, WT; Penikas, H; Vasilyeva, K
2014г. т. 31 номер стр.. 115-123 (цит. wos) 7 тип: труды

DOI - 10.1016/j.procs.2014.05.251
WoS id - WOS:000360713800013

A Financial Stability Index for Israel
2ND INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT, ITQM 2014
Arzamasov, V; Penikas, H
2014г. т. 31 номер стр.. 985-994 (цит. wos) 7 тип: труды

DOI - 10.1016/j.procs.2014.05.351
WoS id - WOS:000360713800113

Dry Bulk Time Charter Rates Joint Return Distribution Modeling: Copula-Approach
FIRST INTERNATIONAL CONFERENCE ON INFORMATION TECHNOLOGY AND QUANTITATIVE MANAGEMENT
Merikas, A; Merika, A; Penikas, H
2013г. т. 17 номер стр.. 1125-1133 (цит. wos) 1 тип: труды

DOI - 10.1016/j.procs.2013.05.144
WoS id - WOS:000339094400144

COMPETITIVENESS AND MODERNISATION OF ENTERPRISES IN MANUFACTURING: POLICY OPTIONS FOR THE CASE OF RUSSIA.(9) EXTENDED ABSTRACT
GLOBAL CHALLENGES FOR COMPETITIVENESS: BUSINESS AND GOVERNMENT PERSPECTIVE
Penikas, H
2007г. т. номер стр.. 64-67 тип: труды

Scopus id - 2-s2.0-84954041360
WoS id - WOS:000317993600021