Results 201 to 210 of about 810,945 (328)

The role of trading frictions in real asset markets [PDF]

This paper investigates how trading frictions vary with the thickness of the asset market by examining patterns of asset allocations and prices in commercial aircraft markets.
Gavazza, Alessandro
core   +1 more source

Fully revealing equilibria in sequential economies with asset markets

, 1998
Tito Pietra, Paolo Siconolfi
openalex   +1 more source

The effects of agricultural machinery services and land fragmentation on farmers' straw returning behavior

Agribusiness, EarlyView.
Abstract Straw returning is important for rural ecological management and sustainable agricultural development. Using farm survey data for Anhui Province, China, in 2020, we applied the double‐hurdle model to investigate the impact of agricultural machinery services and land fragmentation on farmers' straw‐returning behavior, and to explore the ...
Xin Wang, Yanping Song, Wei Huang
wiley   +1 more source

Supply chain risk in grain trading: Inventories as real options for shipping grain

Agribusiness, EarlyView.
Abstract Integrating trading and logistics is an important challenge in commodity trading. Trading and logistics are strategic decisions and are integral to most commodities including grain shipping by rail, in addition to other modes (barges, ocean shipping). There are substantial risks, such as the ordering and placement of rail cars.
William W. Wilson, Jesse Klebe
wiley   +1 more source

Asset correlations and credit portfolio risk: an empirical analysis [PDF]

In credit risk modelling, the correlation of unobservable asset returns is a crucial component for the measurement of portfolio risk. In this paper, we estimate asset correlations from monthly time series of Moody's KMV asset values for around 2,000 ...
Düllmann, Klaus, Scheicher, Martin, Schmieder, Christian   +2 more
core  

An investigation of the price discovery role of futures markets: A dynamic time warping analysis of the United States corn markets

Agribusiness, EarlyView.
Abstract Futures markets are critical to price discovery and often dominate spot markets. We analyze the linkages between daily corn futures and spot prices in the United States using dynamic time warping. This nonparametric pattern recognition technique has several advantages over traditional time series methods.
Dragan Miljkovic, Puneet Vatsa, Frayne Olson   +2 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]

PLoS One
Khan S, Shoaib A, Aftab R, Yasir M, Saeed MB.   +4 more
europepmc   +1 more source

Financial Innovation, Market Participation and Asset Prices [PDF]

, 2001
Laurent E. Calvet, Martín Gonzalez-Eiras, Paolo Sodini   +2 more
openalex   +1 more source

Determining the influence of belonging to a wine protected designation of origin on profitability

Agribusiness, EarlyView.
Abstract To guide consumers, wineries need credible attributes about the quality of their wines and its origin. In Spain, protected designations of origin (PDO) guarantee that the wine has been produced in a certain wine region in accordance with specific and officially regulated quality criteria thus providing elements of guarantee to the consumer ...
Jordi Moreno Gené, Sònia Solé Puiggené, José Luis Gallizo Larraz   +2 more
wiley   +1 more source

A two-stage framework for enhancing crsyptocurrency portfolio performance: Integrating credibilistic CVaR criterion with a novel asset preselection approach. [PDF]

PLoS One
Ghanbari H, Tavakoli S, Shabani M, Mohammadi E, Sadjadi SJ, Kumar RR.   +5 more
europepmc   +1 more source