Results 171 to 180 of about 7,709 (301)

Modeling Conditional Skewness in Stock Returns [PDF]

open access: yes
In this paper we propose a new GARCH-in-Mean (GARCH-M) model allowing for conditional skewness. The model is based on the so-called z distribution capable of modeling moderate skewness and kurtosis typically encountered in stock return series.
Markku Lanne, Pentti Saikkonen
core  

Achieving Carbon Neutrality Through Green Supply Chain Management, Eco‐Innovation, and Green Energy: The Moderating Effect of Green Finance

open access: yesSustainable Development, EarlyView.
ABSTRACT The pursuit of Sustainable Development Goals (SDGs) 7, 9, 12, and 13, centered on affordable clean energy, industrial innovation, responsible production, and climate action, has gained momentum across Latin American economies. However, the region continues to face the dual challenge of achieving economic growth while mitigating rising carbon ...
Agyemang Kwasi Sampene   +2 more
wiley   +1 more source

Scaling conditional tail probability and quantile estimators [PDF]

open access: yes
We present a novel procedure for scaling relatively high frequency tail probability and quantile estimates for the conditional distribution of returns.
John Cotter
core  

Does Productivity Growth Promote Environmental Sustainability? The Role of Financial Development

open access: yesSustainable Development, EarlyView.
ABSTRACT This study investigates whether total factor productivity (TFP) promotes environmental sustainability and examines the moderating and mediating roles of financial development in shaping this relationship. Using balanced panel data for 92 countries from 2000 to 2023, the analysis employs dynamic two‐step Generalised Method of Moments (GMM ...
Olivier Joseph Abban
wiley   +1 more source

Understanding recent dynamics: prosperity and longevity in Ghana. [PDF]

open access: yesHealth Econ Rev
Sirin UA   +4 more
europepmc   +1 more source

Shaking the Tree: An Agency Theoretic Model of Asset Pricing [PDF]

open access: yes
In this paper, we develop an agency-theoretic extension of the Lucas asset pricing model and examine the resulting asset price dynamics. In the model, an agent of the firm can expand or contract the firm's output and dividend payments in response to ...
Stephen Spear, Jamsheed Shorish
core  

Managing the SDG‐Aligned Energy Transition in OECD Countries: How Do Economic Growth, Income Inequality, and Environmental Protection Expenditures Impact Energy Transition?

open access: yesSustainable Development, EarlyView.
ABSTRACT In recent years, transition to renewable energy has emerged as a vital strategy for achieving sustainable development and reducing environmental degradation. Only when backed by a solid institutional and macroeconomic context can economic growth serve as a stimulus for the development of renewable energy.
Azad Erdem   +3 more
wiley   +1 more source

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