Results 181 to 190 of about 11,519 (249)

China's urban EV ultra-fast charging distorts regulated price signals and elevates risk to grid stability. [PDF]

Nat Commun
Yu Q, Zhao P, Li J, Wang H, Yan J, Zhang H.   +5 more
europepmc   +1 more source

Mergers and Attributions: An Examination of M&A Terminations in 1996–2022

Journal of Management Studies, EarlyView.
Abstract Firms often make attributions regarding their actions in managing relationships with shareholders and investors. While research utilizing attribution theory has found that firms tend to attribute negative outcomes to external factors and positive outcomes to internal ones, this behaviour can have both positive and negative consequences ...
Zhe (Adele) Xing, Xiwei Yi
wiley   +1 more source

Extreme‐weather risk and the cross‐section of stock returns

Journal of Risk and Insurance, EarlyView.
Abstract We document an extreme‐weather risk premium in the cross‐section of stock returns. Between 1995 and 2019, stocks of domestic U.S. firms with the most negative sensitivity to aggregate storm losses earned an annual excess‐return spread of more than 6 percentage points relative to those with the most positive sensitivity, a difference not ...
Alexander Braun, Julia Braun, Florian Weigert   +2 more
wiley   +1 more source

Does financialization inhibit enterprise innovation? Analysis of innovation behavior of Chinese enterprises based on evolutionary game. [PDF]

Heliyon
Tang J, Gong R, Shi Y, Wang H, Wang M.
europepmc   +1 more source

Systemic risk of systemically important financial institutions in the post‐2008 global financial crisis era: A tail risk network analysis

Journal of Risk and Insurance, EarlyView.
Abstract We examine the systemic risk of 46 systemically important financial institutions (SIFIs), that is, 34 global systemically important banks (G‐SIBs) and 12 global systemically important insurers (G‐SIIs) between 2010 and 2023. We use tail risk network‐based systemic risk measures for SIFIs. We find that G‐SIBs' systemic risk is driven by various
Tao Sun
wiley   +1 more source

Asset Pricing Model With Stopping Option and Entering Option: Intelligent Arbitrage Pricing Theory

, 2006
Adam Z.K. Wang
openalex   +1 more source

Optimal hedging of longevity risks for group self‐annuity portfolios

Journal of Risk and Insurance, EarlyView.
Abstract This paper proposes a dynamic longevity risk hedging strategy for smooth survival benefit profiles of group self‐annuity (GSA) schemes in the presence of population basis risk. The fund manager of GSA acts on behalf of fund participants in selecting the optimal hedge. The hedging framework is formulated as a mean‐variance optimization problem,
Yang Shen, Michael Sherris, Yawei Wang, Jonathan Ziveyi   +3 more
wiley   +1 more source

Optimizing EV charging stations and power trading with deep learning and path optimization. [PDF]

PLoS One
Zhu Q.
europepmc   +1 more source

Term Structure Forecasting: No-arbitrage Restrictions vs. Large Information Set

, 2007
Carlo A. Favero, Linlin Niu, Luca Sala
openalex   +1 more source

Gambling for market recovery? European insurers' corporate bond investments during market stress

Journal of Risk and Insurance, EarlyView.
Abstract Using daily stock market data for European insurers, I investigate how a stock market contraction, as experienced during the COVID‐19 pandemic, affects insurers' credit risk allocation of their corporate bond portfolio. I find that insurers shift their portfolio holdings pro‐cyclically towards lower credit risk assets in the first month of the
Marcel Beyer
wiley   +1 more source