Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
The Role of Averages in CV-QKD over Fast Fading Channels. [PDF]
Entropy (Basel)Castillo-Celeita M, Schiavon M.
europepmc +1 more source
Institutional Diversity in Banking and Economic Complexity
International Journal of Finance &Economics, EarlyView.ABSTRACT In this paper, we test whether institutional diversity in banking systems is beneficial to economic complexity, using data for Italian provinces in the period 1998–2017. We compute different indexes that consider diversity from an ownership, institutional, business model and competition point of view and find that higher diversity has a ...
Beniamino Pisicoli
wiley +1 more source
Divide and recombine approaches for fitting logistic regression to large-scale health surveillance data: application to diabetes risk prediction in BRFSS. [PDF]
Sci RepNayem MMH, Biswas SC.
europepmc +1 more source
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 +2 more
wiley +1 more source
Order-Restricted Inference for Exponentiated Rayleigh Distribution Under Multiple Step-Stress Accelerated Life Test. [PDF]
Entropy (Basel)Yu B, Gui W.
europepmc +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
Leader-Following Fault-Tolerant Consensus Control for Multi-Agent Systems Based on Observers. [PDF]
Sensors (Basel)Liu T, Zhu F, Xu H.
europepmc +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
Journal of Applied Econometrics, EarlyView.ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source
Composable free-space continuous-variable quantum key distribution using discrete modulation. [PDF]
Sci AdvJaksch K +18 more
europepmc +1 more source