Results 41 to 50 of about 111,755 (296)
Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?
Agribusiness, EarlyView.ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik +3 more
wiley +1 more source
Corporate Social Responsibility and Environmental Management, EarlyView.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
Risks, 2017 The paper deals with defaultable markets, one of the main research areas of mathematical finance. It proposes a new approach to the theory of such markets using techniques from the calculus of optional stochastic processes on unusual probability spaces ...
Mohamed N. Abdelghani +1 more
doaj +1 more source
Virtual Arbitrage Pricing Theory [PDF]
, 1999 We generalize the Arbitrage Pricing Theory (APT) to include the contribution of virtual arbitrage opportunities. We model the arbitrage return by a stochastic process. The latter is incorporated in the APT framework to calculate the correction to the APT due to the virtual arbitrage opportunities.
openaire +3 more sources
Energy Science &Engineering, EarlyView.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
Model selection for measuring security price performance
South African Journal of Business Management, 1989 In this article a bootstrapping routine is used to compare the efficiency of different benchmarks that can be used for measuring security price performance on the Johannesburg Stock Exchange.
M. J. Page
doaj +1 more source
International Journal of Financial Studies, 2021 The change of information near light speed, advances in high-speed trading, spatial arbitrage strategies and foreseen space exploration, suggest the need to consider the effects of the theory of relativity in finance models. Time and space, under certain
Vitor H. Carvalho, Raquel M. Gaspar
doaj +1 more source
Journal of Forecasting, EarlyView.ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann +2 more
wiley +1 more source
Arbitrage Theory in Continuous Time
, 2019 The fourth edition of this textbook on pricing and hedging of financial derivatives, now also including dynamic equilibrium theory, continues to combine sound mathematical principles with economic applications.
T. Björk
semanticscholar +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, EarlyView.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