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R

Rogemar Mamon

western university (university of western ontario)

21H指数
106论文数
1.4K被引数
收录论文 25
发表时间
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The impact of green bonds on issuers' environmental performance绿色债券对发行人环境绩效的影响
errQuantitative Finance
IF1.4
err2026-06-03
err0
PREAI
errChen, Yiyang; Erlwein-Sayer, Christina; Mamon, Rogemar; Spagnolo, Fabio; Spagnolo, Nicola
err分享
err收藏
Forecasting and Pricing in the Carbon Credits Market碳信用市场的预测与定价
errJournal of Forecasting
IF2.7
err2026-05-25
err0
PREAI
errYiyang Chen; Rogemar Mamon; Fabio Spagnolo; Nicola Spagnolo; Heng Xiong
err分享
err收藏
Guaranteed Annuity Option Under Correlated and Regime-Switching Risks在相关风险和 regime-switching 风险下的保证年金期权
errRisks
IF1.5
err2026-02-23
err0
PREAI
errGrozen, Jude Martin B.; Mamon, Rogemar S.
err分享
err收藏
Pricing a guaranteed annuity option under a stochastic correlation setting在随机相关设定下定价保证年金期权
errStochastic Analysis and Applications
IF0.7
err2026-02-01
err0
PREAI
errZhao, Yixing; Costabile, Massimo; Massabo, Ivar; Russo, Emilio; Staino, Alessandro; Mamon, Rogemar
err分享
err收藏
Does uncertainty affect the limits of arbitrage? Evidence from the US stock markets不确定性会影响套利的限制吗？来自美国股市的证据
errNORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
IF3.9
err2024-09-01
err0
PREAI
errChen, Weihua; Mamon, Rogemar; Xiong, Heng; Zeng, Pingping
err分享
err收藏
Interfacing learning methods for anomaly detection in multi-country financial stress indicators
errKNOWLEDGE-BASED SYSTEMS
IF7.6
err2024-06-01
err0
errOAAI
errGu, Xing; Mamon, Rogemar; Duprey, Thibaut
err分享
err收藏
A novel perspective on forecasting non-ferrous metals' volatility: Integrating deep learning techniques with econometric models
errFINANCE RESEARCH LETTERS
IF6.9
err2023-12-01
err1
PREAI
errShu, Qi; Xiong, Heng; Jiang, Wenjun; Mamon, Rogemar
err分享
err收藏
Sustainable developments, renewable energy, and economic growth in Canada加拿大的可持续发展、可再生能源和经济增长
errSUSTAINABLE DEVELOPMENT
IF8.2
err2023-04-24
err8
errOAAI
errChen, Yiyang; Mamon, Rogemar; Spagnolo, Fabio; Spagnolo, Nicola
err分享
err收藏
The Price Tag of Cyber Risk: A Signal-Processing Approach网络风险的价格标签: 一种信号处理方法
errIEEE ACCESS
IF3.6
err2023-01-01
err1
errOAAI
errLi, Yuying; Mamon, Rogemar
err分享
err收藏
Modelling health-data breaches with application to cyber insurance
errCOMPUTERS & SECURITY
IF5.4
err2023-01-01
err4
PREAI
errLi, Yuying; Mamon, Rogemar
err分享
err收藏
An enabling framework for automated extraction of signals from market information in real time
errKNOWLEDGE-BASED SYSTEMS
IF7.6
err2022-06-01
err3
PREAI
errXiong, Heng; Mamon, Rogemar
err分享
err收藏
Renewable energy and economic growth: A Markov-switching approach可再生能源与经济增长: 马尔可夫转换方法
errENERGY
IF9.4
err2022-04-01
err23
PREAI
errChen, Yiyang; Mamon, Rogemar; Spagnolo, Fabio; Spagnolo, Nicola
err分享
err收藏
Claim reserving for insurance contracts in line with the International Financial Reporting Standards 17: a new paid-incurred chain approach to risk adjustments
errFINANCIAL INNOVATION
IF7.2
err2021-11-05
err2
errOAAI
errZhao, Yixing; Mamon, Rogemar; Xiong, Heng
err分享
err收藏
Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation
errNONLINEAR ANALYSIS-HYBRID SYSTEMS
IF4.1
err2020-02-01
err6
PREAI
errGrimm, Stefanie; Erlwein-Sayer, Christina; Mamon, Rogemar
err分享
err收藏
A higher-order Markov chain-modulated model for electricity spot-price dynamics电力现货价格动态的高阶马尔可夫链调制模型
errAPPLIED ENERGY
IF11
err2019-01-01
err21
PREAI
errXiong, Heng; Mamon, Rogemar
err分享
err收藏
A self-updating model driven by a higher-order hidden Markov chain for temperature dynamics
errnature computational science
IF3.7
err2016-11-01
err14
PREAI
errXiong, Heng; Mamon, Rogemar
err分享
err收藏
Filtering of a Discrete-Time HMM-Driven Multivariate Ornstein-Uhlenbeck Model With Application to Forecasting Market Liquidity Regimes离散时间HMM驱动的多元ornstein-uhlenbeck模型的滤波及其在预测市场流动性状况中的应用
errIEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING
IF13.7
err2016-09-01
err17
PREAI
errTenyakov, Anton; Mamon, Rogemar; Davison, Matt
err分享
err收藏
Modelling high-frequency FX rate dynamics: A zero-delay multi-dimensional HMM-based approach高频FX速率动态建模: 基于零延迟多维HMM的方法
errKNOWLEDGE-BASED SYSTEMS
IF7.6
err2016-06-01
err14
PREAI
errTenyakov, Anton; Mamon, Rogemar; Davison, Matt
err分享
err收藏
Filtering and forecasting commodity futures prices under an HMM framework
errENERGY ECONOMICS
IF14.2
err2013-11-01
err33
errOAAI
errDate, Paresh; Mamon, Rogemar; Tenyakov, Anton
err分享
err收藏
Pricing and risk management of interest rate swaps
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2013-07-01
err7
PREAI
errMitra, Sovan; Date, Paresh; Mamon, Rogemar; Wang, I-Chieh
err分享
err收藏

研究方向

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合作学者
合作期刊
M
Matt Davison
H 指数: 42 · 论文数: 230
F
Fred Espen Benth
H 指数: 40 · 论文数: 350
Y
Yiyang Chen
H 指数: 33 · 论文数: 277
N
Nicola Spagnolo
H 指数: 30 · 论文数: 173
W
Weihua Chen
H 指数: 26 · 论文数: 145
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