Volatility Formation in Dairy Futures: Fundamentals, Public Information, and Processing Ambiguity
ABSTRACT Class III milk futures cash‐settle to an administered price based on weekly component prices, creating a predictable within‐month flow of settlement‐relevant information. This paper studies drivers of cross‐month variation in realized volatility in this formula‐settled market.
Xiaodong Du
wiley +1 more source
Equity premium forecasting with reliability-screened forward-looking signals. [PDF]
Huh J, Jeon J, Jeong S.
europepmc +1 more source
Abstract Research Summary Combining institutional polycentrism and resource dependence perspectives, we theorize that small‐and‐medium‐sized enterprises' (SMEs) outward foreign direct investment (OFDI) depends on the types and levels of home institutional ties, and this relationship is moderated by technological resources.
Zibang Chen +3 more
wiley +1 more source
Economic feasibility and risk analysis of industrial hemp production: a comparative assessment of floral, fiber, and grain enterprises in North Carolina, USA. [PDF]
Quaicoe O +4 more
europepmc +1 more source
ABSTRACT Pakistan has hosted Afghan refugees for more than four decades, in one of the world's most protracted displacements of people. Afghan refugees receive health services through United Nations High Commissioner for Refugees (UNHCR) and non‐governmental organisation (NGO) supported programmes alongside public sector facilities at every tier.
Zahid Ali Memon +4 more
wiley +1 more source
The effect of voluntary environmental regulation on corporate financialization in China. [PDF]
Zhou Z, Zong S, Qiu Y, Guo F.
europepmc +1 more source
How Is FinTech Shaping Household Portfolio Behaviour?
ABSTRACT This paper examines how FinTech adoption influences household portfolio allocation across major advanced economies. Using a flow‐of‐funds framework and the Almost Ideal Demand System (AIDS), we model household demand for currency, deposits, loans, debt securities, and equity in the United States, United Kingdom, Euro Area, Japan and Australia.
Victor Murinde, Athina Petropoulou
wiley +1 more source
Spatiotemporal bidding for multi-energy systems with photovoltaic dominance: a scenario-based Stackelberg-Nash game formulation. [PDF]
Qiao H, Wen S, Zhang Y, Zhang J, Li K.
europepmc +1 more source
Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti +1 more
wiley +1 more source
An alternative strategy for balancing profit maximization and risk reduction. [PDF]
El Khatib Y, Mukhamedova F.
europepmc +1 more source

