Results 41 to 50 of about 3,734 (297)
EcoEnergy, EarlyView.As maritime transport electrifies, bidirectional charging (V2G) offers a dual‐purpose solution for energy resilience and economic viability. This work identifies key technological advancements and lifecycle challenges utilizing practical case studies to demonstrate how V2G systems can drive decarbonization and grid stability in the marine sector ...
Jonathan Bloor +3 more
wiley +1 more source
A Comprehensive Review of AI‐Powered Energy Systems
Energy Science &Engineering, EarlyView.The role of Artificial Intelligence (AI) in developing next‐generation energy systems is getting more day by day. Therefore, incorporating AI enables real‐time decision‐making and advanced grid management, which are essential for optimizing the use of intermittent renewable sources like wind and solar power.
Armin Razmjoo +5 more
wiley +1 more source
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 +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
Equity Price Risk and Return: Evidence from the Karachi Stock Exchange
JISR Management and Social Sciences & Economics, 2009 This paper examines the tradeoff between equity price risk and returns obtained through various approaches. Capital asset pricing model (CAPM) and arbitrage pricing model (APT) are considered to be the fundamental building blocks of the portfolio theory,
Talha Bin Ali Khan, Ali Khizar Aslam
doaj
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 +2 more
wiley +1 more source
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
The Arbitrage Pricing Theorem with Incomplete Preferences [PDF]
This paper proves existence of equilibrium and the arbitrage pricing theorem for an asset exchange economy, where the individual's preferences may be incomplete or intransitive.
Erkan Yalcin, David Kelsey
core
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 +4 more
wiley +1 more source
Some Divergence Properties of Asset Price Models
Entropy, 2001 : We consider asset price processes Xt which are weak solutions of one-dimensional stochastic differential equations of the form (equation (2)) Such price models can be interpreted as non-lognormally-distributed generalizations of the geometric Brownian ...
Wolfgang Stummer
doaj +1 more source