Results 221 to 230 of about 173,527 (356)
Digital finance and climate risk information disclosure. [PDF]
Ren H, Huang J, Ren J.
europepmc +1 more source
ABSTRACT This paper presents a quantitative assessment of Spanish companies' commitment to the United Nations Global Compact (UNGC) and the Sustainable Development Goals (SDGs). Analyzing over 1000 participating firms, we identify prioritization patterns and examine structural factors influencing SDG adherence.
Juan Laborda, Juan Pérez
wiley +1 more source
A pseudo-analytic generalization of the memoryless property for continuous random variables and its use in pricing contingent claims. [PDF]
Carr P, Cirillo P, Cirillo P.
europepmc +1 more source
This study presents a hierarchical coordination framework where multiple VPPs interact with the DSO to optimize energy trades and flexibility offers. Each VPP aggregates DERs and DR, performing internal optimization, day‐ahead bidding, and assessing flexibility to reduce excess renewable generation and pollution.
Alireza Zare +4 more
wiley +1 more source
Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]
Khan S +4 more
europepmc +1 more source
Arbitrage pricing theory (APT) e variáveis macroeconômicas
Adriana Schor +2 more
openalex +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
The capital-asset-pricing model and arbitrage pricing theory: a unification. [PDF]
Ali Khan M, Sun Y.
europepmc +1 more source
Forecasting Natural Gas Prices in Real Time
ABSTRACT This paper provides a comprehensive analysis of the forecastability of the real price of natural gas in the United States at the monthly frequency considering a universe of models that differ in complexity and economic content. We find that considerable reductions in mean‐squared prediction error relative to a no‐change benchmark can be ...
Christiane Baumeister +3 more
wiley +1 more source

