A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
ABSTRACT Carbon dioxide capture, utilization, and storage (CCUS) is a potential key to mitigating anthropogenic CO2 emissions and associated impacts on global climate change. Successful CCUS deployment hinges on both technological advancements and public support.
Ting Xiao +6 more
wiley +1 more source
ABSTRACT The integration of energy transition, artificial intelligence, and the digital economy represents a significant shift in the global effort to combat energy poverty and offers innovative tools and approaches to increase energy access, efficiency, and affordability for underserved populations. This study examines the impact of energy transition,
Abdulmuttalip Pilatin +4 more
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Asymmetric Information With Multiple Risks: The Case of the Chilean Private Health Insurance Market
ABSTRACT We extend the Rothshild and Stiglitz (1976) model to two sources of risk –inpatient and outpatient risk– to better proxy real‐world health insurance markets. We uncover an interesting theoretical possibility: Take individuals A and B, who are low risks in, say, the inpatient dimension but A is riskier in the outpatient dimension.
Dolores de la Mata +3 more
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Do Cockatiels Choose Their Favourite Tunes? Use of Touchscreen for Animal Welfare Enhancement and Insights into Musical Preferences. [PDF]
Le Covec M +5 more
europepmc +1 more source
Earnings Quality and ESG Performance in Energy and Utilities: What Really Matters?
ABSTRACT The paper investigates the controversial relationship between firms' earnings quality and environmental, social and governance (ESG) performance, focusing on the energy and utility sectors given their significant regulatory pressures, environmental impact, and capital‐intensive nature, which render ESG performance particularly important for ...
Antonios Persakis +2 more
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Emotional impact of AI-generated vs. human-composed music in audiovisual media: A biometric and self-report study. [PDF]
Fišer N +2 more
europepmc +1 more source
Sustainability Performance and Corporate Risk: Evidence From the Tourism Industry
ABSTRACT We investigate the impact of sustainability performance (Refinitiv Environmental, Social, and Governance [ESG] scores) on corporate risk (CR). We apply stakeholder theory and the resource‐based view to an international sample of 247 tourism firms from 2002 to 2018.
Omneya Abdelsalam +4 more
wiley +1 more source
Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets
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
Do Internet‐Driven Trade Shocks Moderate the Exchange Rate Pass‐Through to Inflation?
ABSTRACT This study examines the existence of an internet globalisation intensifying impact on the size of the exchange rate pass‐through (ERPT) to inflation, which conditions the response of central banks' policy rates. Expanding on the traditional determinants of ERPT, we incorporate technology‐induced trade shocks linked to internet adoption to ...
Joanna Darwiche, Nicole Ballouz Baker
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