Copula-application to modelling Russian banking system capital adequacy according to Basel II IRB-approach. - Irina K. Andrievskaya; Henry Penikas (Model. Assist. Stat. Appl., 2012)

Dry Bulk Time Charter Rates Joint Return Distribution Modeling: Copula-Approach. - Andreas Merikas; Anna Merika; Henry Penikas (ITQM, 2013)

A Financial Stability Index for Israel. - Vadim Arzamasov; Henry Penikas (ITQM, 2014)

Financial Risk as a Good. - W. Travis Selmier II; Henry Penikas; Ksenia Vasilyeva (ITQM, 2014)

The Application of Conflict Measure to Estimating Incoherence of Analyst's Forecasts about the Cost of Shares of Russian Companies. - Andrew G. Bronevich; Alexander Lepskiy; Henry Penikas (ITQM, 2015)

Coherence Analysis of Financial Analysts' Recommendations in the Framework of Evidence Theory. - Andrew G. Bronevich; Alexander Lepskiy; Henry Penikas (SCAKD@CLA, 2016)

QAIDS Model Based On Russian Pseudo-panel Data: Impact of 1998 and 2008 Crises. - Henry Penikas; Maria Ermolova (EEML@CLA, 2016)

Optimal hedging ratio modeling using interday and intraday risk estimation: Moving window regression vs. cointegration approach. - Henry Penikas; Igor Sirotkin (Model. Assist. Stat. Appl., 2016)

Basel regulation: A dangerous obsession. - Maria Ermolova; Henry Penikas (Model. Assist. Stat. Appl., 2017)

PD-LGD correlation study: Evidence from the Russian corporate bond market. - Maria Ermolova; Henry Penikas (Model. Assist. Stat. Appl., 2017)

The impact of PD-LGD correlation on bank capital adequacy in nongranular loan portfolio. - Maria Ermolova; Henry Penikas (Model. Assist. Stat. Appl., 2019)

Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation. - Maria Ermolova; Andrey Leonidov; Vladimir Nechitailo; Henry Penikas; Nikolay Pilnik; Ekaterina Serebryannikova (J. Simulation, 2021)