Results 101 to 110 of about 2,292,114 (394)

Liquidity and Asset Prices. [PDF]

, 2008
We show in an exchange economy with liquidity constraints that the volume of trade and asset prices depend on both the supply of liquidity by the Central Bank and on the liquidity of assets and commodities. As a result, monetary aggregates are informative for the assessment of economic developments and the conduct of monetary policy.
Raphael A. Espinoza, Dimitrios P. Tsomocos   +1 more
openaire   +2 more sources

Probabilistic Modeling for Prediction Errors to Enhance Balancing Market Participation of Photovoltaic Systems: Error Threshold Estimation, Multisite Aggregation, and Overloading Effects

Advanced Energy and Sustainability Research, EarlyView.
This study proposes a method to increase the value of solar power in balancing markets by managing prediction errors. The approach models prediction uncertainties and quantifies reserve requirements based on a probabilistic model. This enables the more reliable participation of photovoltaic plants in balancing markets across multiple sites, especially ...
Jindan Cui, Xue Fang, Takashi Oozeki, Yuzuru Ueda   +3 more
wiley   +1 more source

SCAPM (Shariah Compliant Asset Pricing Model); the Formula of Risk and Return Modification in Islamic Finance

Al-tijary, 2018
As an Islamic financial institutions into the capital market for investment, the guidance in the areas of risk and return and security prices under Shari'a framework necessary.
Shofia Mauizotun Hasanah, Ima Maspupah
doaj   +1 more source

Empirical Tests of Asset Pricing Models with Individual Assets: Resolving the Errors-in-Variables Bias in Risk Premium Estimation

Journal of Financial Economics, 2015
To attenuate an inherent errors-in-variables bias, portfolios are widely employed to test asset pricing models; but portfolios might mask relevant risk- or return-related features of individual stocks.
Narasimhan Jegadeesh, Joonki Noh, Kuntara Pukthuanthong, Richard Roll, Junbo Wang   +4 more
semanticscholar   +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

Attention based dynamic graph neural network for asset pricing. [PDF]

Glob Financ J, 2023
Uddin A, Tao X, Yu D.
europepmc   +1 more source

Asset Pricing - A Brief Review [PDF]

I first introduce the early-stage and modern classical asset pricing and portfolio theories. These include: the capital asset pricing model (CAPM), the arbitrage pricing theory (APT), the consumption capital asset pricing model (CCAPM), the intertemporal
Li, Minqiang
core   +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 pricing with long-run disaster risk. [PDF]

PLoS One, 2023
Fan R, Xiao C.
europepmc   +1 more source

Direct preferences for wealth, the risk premium puzzle, growth, and policy effectiveness [PDF]

In this paper, we consider social status, the spirit of capitalism, fiscal policies, and asset pricing in a stochastic model of growth. With specific assumptions on the production technology, preferences, and stochastic shocks, we derive the explicit ...
Heng-fu Zou, Liutang Gong
core