Results 141 to 150 of about 2,183,821 (353)

Import Wheat Tenders and the Effects of the Russian Invasion

Agribusiness, EarlyView.
ABSTRACT Risk and volatility for many commodities escalated sharply following the Russian invasion of Ukraine, creating numerous uncertainties for trading firms and importers. The purpose of this study is to analyze the bidding behavior in Egyptian wheat import tenders in the pre‐ and post‐invasion periods.
William W. Wilson, Sumadhur Shakya, Isaac Dubovoy   +2 more
wiley   +1 more source

A fuzzy multifactor asset pricing model. [PDF]

Ann Oper Res, 2022
Mbairadjim Moussa A, Sadefo Kamdem J.
europepmc   +1 more source

Is Youth's Engagement in Agribusiness an Opportunity or a Necessity? A Closer Look at the Situation in South Kivu, Eastern Democratic Republic of the Congo

Agribusiness, EarlyView.
ABSTRACT Despite the broad focus on necessity‐ and opportunity‐driven entrepreneurship in research and policy, the entrepreneurial dichotomy within the agribusiness context has not been adequately addressed. This study contributes to closing this knowledge gap by examining youth's perceptions of agribusiness through the lens of the push‐pull motivation
Cool Dady Mangole, Paul Martin Dontsop Nguezet, Shiferaw Feleke, Victor Manyong, Kamala Kaghoma Christian, Zoumana Bamba, Tahirou Abdoulaye   +6 more
wiley   +1 more source

Aggregation of Heterogeneous Beliefs and Asset Pricing: A Mean-Variance Analysis [PDF]

The aim of this paper is to show, within the mean-variance framework, how the market belief can be constructed as the result of the aggregation of heterogeneous beliefs and how the market equilibrium prices of risky assets can thus be determined.
Roberto Dieci, Carl Chiarella, Tony He
core  

Return and Volatility Spillovers Among Major Cotton Markets

Agribusiness, EarlyView.
ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli, Berna Karali, Yangxuan Liu, Munisamy Gopinath   +3 more
wiley   +1 more source

Asset pricing during pandemic lockdown. [PDF]

Res Int Bus Finance, 2021
Saito Y, Sakamoto J.
europepmc   +1 more source

Asset Pricing Under The Quadratic Class [PDF]

We identify and characterize a class of term structure models where bond yields are quadratic functions of the state vector. We label this class the quadratic class and aim to lay a solid theoretical foundation for its future empirical application.
Markus Leippold, Liuren Wu
core  

Heterogeneity in Food Price Inflation Convergence Across the EU: Evidence From Club Dynamics and Structural Breaks

Agribusiness, EarlyView.
ABSTRACT This study examines food price inflation rate convergence among EU27 Member States from 2005 to 2024, focusing on structural breaks, external shocks, and regional disparities. Using panel unit root tests and club convergence analysis, the findings reveal no overall convergence but identify multiple convergence clubs.
Tibor Bareith, Imre Fertő
wiley   +1 more source

Learning Parameter Dependence for Fourier-Based Option Pricing with Tensor Trains

Mathematics
A long-standing issue in mathematical finance is the speed-up of option pricing, especially for multi-asset options. A recent study has proposed to use tensor train learning algorithms to speed up Fourier transform (FT)-based option pricing, utilizing ...
Rihito Sakurai, Haruto Takahashi, Koichi Miyamoto   +2 more
doaj   +1 more source

Asset Pricing with Idiosyncratic Consumption Risk and Limited Participation [PDF]

A growing body of literature suggests limited asset market participation as a plausible explanation of the empirical failure of the standard consumption capital asset pricing model (CCAPM). Correct identification of capital markets investors is, however,
Andrei Semenov
core