Results 171 to 180 of about 33,661 (311)

Carbon Performance, Climate Governance, and Equity Risk

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper examines the relationship between carbon performance, climate governance, and equity risk. Using a sample of companies listed in the S&P500 index for the period 2009–2023, our results show that better carbon performance reduces equity risk, indicating that proactive carbon management reduces uncertainty and is beneficial to firms ...
Malafronte Irma, Pereira John, Rakeeb Fathima Roshan   +2 more
wiley   +1 more source

On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets

International Studies of Economics, EarlyView.
ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley   +1 more source

Stability analysis of nonlinear algebraic-differential equations with 2-delays and numerical methods. [PDF]

PLoS One
Liao H, Li Q, Xia X, Tang D.
europepmc   +1 more source

Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. ) [PDF]

We shall propose a new computational scheme with the asymptotic method to achieve variance reduction of Monte Carlo simulation for numerical analysis especially in finance. We not only provide general scheme of our method, but also show its effectiveness
Nakahiro Yoshida, Akihiko Takahashi
core  

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Improving the Finite Sample Estimation of Average Treatment Effects Using Double/Debiased Machine Learning With Propensity Score Calibration

Journal of Applied Econometrics, EarlyView.
ABSTRACT Double/debiased machine learning (DML) uses for estimating an average treatment effect (ATE) a double‐robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment given covariates.
Daniele Ballinari, Nora Bearth
wiley   +1 more source

Numerical Analysis of BIMs for Stochastic SIR and SIS Models with Variable Contact Diffusion Rates. [PDF]

J Math Biol
Schurz H, Tosun K.
europepmc   +1 more source

Asymptotic convergence of weighted random matrices: nonparametric cointegration analysis for I(2) processes. [PDF]

The aim of this paper is to provide a new perspective on the nonparametric co-integration analysis for integrated processes of the second order. Our analysis focus on a pair of random matrices related to such integrated process.
Costantini, Mauro, Cerqueti, Roy
core  

A Joint Test of Unconfoundedness and Common Trends

Journal of Applied Econometrics, EarlyView.
ABSTRACT We introduce an overidentification test of two alternative assumptions to identify the average treatment effect on the treated in a two‐period panel data setting: unconfoundedness and common trends. Under unconfoundedness, treatment assignment and post‐treatment outcomes are independent, conditional on control variables and pre‐treatment ...
Martin Huber, Eva‐Maria Oeß
wiley   +1 more source

Bayesian Multi-Model Comparison and Nonlinear Mixed Modelling of Growth Trajectories in Denizli Chickens. [PDF]

Animals (Basel)
Manav HR, Narinç D, Aygun A, Öksüz Narinç N, Kaya Başar E, Fırat MZ.   +5 more
europepmc   +1 more source