Results 61 to 70 of about 2,624 (262)

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

PRAM: A Novel Approach for Predicting Riskless State of Commodity Future Arbitrages With Machine Learning Techniques

IEEE Access, 2019
Arbitrage risk management is a very hot and challengeable topic in the commodity future market. To resist the possible risk of an arbitrage, exchanges have to withdraw margin from clients referring to the case of maximum risk.
Feng He, Yan-Dong Wen
doaj   +1 more source

Time Integrals Under the Black–Scholes–Merton and Margrabe Economies

Journal of Futures Markets, Volume 46, Issue 7, Page 1256-1274, July 2026.
ABSTRACT The problem of integrating the Black, Scholes, and Merton (BSM) formula with respect to the time variable is paramount for an economist. Inspired by the real options literature, Shackleton and Wojakowski offer analytic formulae for valuing finite maturity (profit) caps and floors that are contingent on continuous flows following a lognormal ...
José Carlos Dias, Mark B. Shackleton, Fernando Correia da Silva, Rafał M. Wojakowski   +3 more
wiley   +1 more source

Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley   +1 more source

Should multinationals care about development? Rethinking global strategy in an unequal world

Global Strategy Journal, EarlyView.
Abstract Research Summary While multinational corporations (MNCs) can profoundly shape global development trajectories, global strategy research has largely treated development as peripheral to core strategic concerns. This Perspective paper examines the contested relationship between global strategy and development, arguing that MNCs are neither ...
Marcus M. Larsen, Rajneesh Narula, Thomas DeBerge   +2 more
wiley   +1 more source

Towards climate‐conscious corporate restructuring: A comparative exploration of English and Bhutanese legal frameworks

International Insolvency Review, EarlyView.
Abstract This paper conducts a comparative legal analysis of corporate restructuring frameworks in England and Bhutan, examining their capacity to integrate climate variability considerations and promote sustainable business practices. It discusses the procedural mechanisms for restructuring financially distressed enterprises available under the law of
Eugenio Vaccari, Migmar Lham
wiley   +1 more source

ESG Performance and Credit Risk: Evidence From Chinese Manufacturing Companies

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates the effect of corporate environmental, social, and governance (ESG) performance on credit risk using a sample of manufacturing firms listed on China's Shanghai and Shenzhen A‐share markets from 2009 to 2021. Employing fixed effects, the generalised method of moments, and instrumental variable models, we find that ...
Yanan Wang, Xiao Zhang, Michal Wojewodzki, Yuxin Jian, Fadey AbiDaoud   +4 more
wiley   +1 more source

Pricing Personal Data Based on Data Provenance

Applied Sciences, 2019
Data have become an important asset. Mining the value contained in personal data, making personal data an exchangeable commodity, has become a hot spot of industry research.
Yuncheng Shen, Bing Guo, Yan Shen, Fan Wu, Hong Zhang, Xuliang Duan, Xiangqian Dong   +6 more
doaj   +1 more source

Do Internet‐Driven Trade Shocks Moderate the Exchange Rate Pass‐Through to Inflation?

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines the existence of an internet globalisation intensifying impact on the size of the exchange rate pass‐through (ERPT) to inflation, which conditions the response of central banks' policy rates. Expanding on the traditional determinants of ERPT, we incorporate technology‐induced trade shocks linked to internet adoption to ...
Joanna Darwiche, Nicole Ballouz Baker
wiley   +1 more source

Leveraging Seawater Thermal Energy Storage and Heat Pumps for Coupling Electricity and Urban Heating: A Techno-Economic Analysis

Energies
This paper presents an economic assessment of seawater thermal energy storage (TES) integrated with industrial heat pumps to couple renewable electricity generation with urban district heating networks.
Timur Abbiasov, Aldo Bischi, Manfredi Gangi, Andrea Baccioli, Paolo Santi, Carlo Ratti   +5 more
doaj   +1 more source