Results 221 to 230 of about 310,408 (297)

Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui   +3 more
wiley   +1 more source

Interplay Between Green Investment and Market Price Premia in Global Shipping

open access: yesInternational 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 Variance-Gamma Product Distribution. [PDF]

open access: yesResults Math
Gaunt RE, Li S, Sutcliffe HL.
europepmc   +1 more source

Household Consumption Intentions by Income Group During Monetary Policy Easing and Tightening

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate how the monetary policy interest rate affects Brazilian households' consumption intentions under two distinct regimes: monetary easing and tightening cycles. Using data from low‐ and high‐income households, we assess both the magnitude and the dynamics of this relationship.
Helder Ferreira de Mendonça   +1 more
wiley   +1 more source

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

open access: yesInternational 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

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

open access: yesJournal 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

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