Results 171 to 180 of about 237,695 (301)

Predicting extreme VaR: Nonparametric quantile regression with refinements from extreme value theory [PDF]

This paper studies the performance of nonparametric quantile regression as a tool to predict Value at Risk (VaR). The approach is flexible as it requires no assumptions on the form of return distributions.
Julia Schaumburg
core  

Kenyan Farmers' Policy Priorities During Economic Crisis and Stability: Insights From a Best‐Worst Scaling Experiment

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Amid rising food and fertilizer prices, understanding farmers' policy preferences is critical for effective crisis response. We use best‐worst scaling experiment to assess Kenyan mobile‐owning crop farmers' preferences for government support under high and normal price scenarios.
Mywish K. Maredia, John Olwande, Jacob Ricker‐Gilbert, David L. Mather, Nicole M. Mason   +4 more
wiley   +1 more source

Strategic Risk Based Forecasting of Brent Crude Oil Prices: A Comparative Analysis of Econometric and Machine Learning Models. [PDF]

Entropy (Basel)
Yılmaz TE, Zehir C.
europepmc   +1 more source

Application of a General Risk Management Model to Portfolio Optimization Problems with Elliptical Distributed Returns for Risk Neutral and Risk Averse Decision Makers

In this paper portfolio problems with linear loss functions and multivariate elliptical distributed returns are studied. We consider two risk measures, Value-at-Risk and Conditional-Value-at-Risk, and two types of decision makers, risk neutral and risk ...
Kaynar, B., Birbil, S.I., Frenk, J.B.G.
core  

Tail Risk for Australian Emerging Market Entities [PDF]

Whilst the Australian economy is widely considered to have fared better than many of its global counterparts during the Global Financial Crisis, there was nonetheless extreme volatility experienced in Australian financial markets.
Akhmad R. Kramadibrata, David E Allen, Abhay Kumar Singh, R. J. Powell   +3 more
core  

Adapting to Changing Rainfall and Developing Off‐Farm Employment: Implications for the Adoption of Direct Seeding in Rice Production

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Rice is the main staple food for more than half of the world's population and the income from rice is an essential source for livelihoods of millions of households. We examine whether direct seed in rice production is an adaptation of rice farmers to rainfall changes and farm labor scarcity.
Manh Hung Do
wiley   +1 more source

The quantile domain volatility shock transmission between carbon emission trading system and European emerging stock markets: Practical implications for portfolio optimization. [PDF]

PLoS One
Aljughaiman AA, Tabash MI, Issa SS, Almulhim AA.   +3 more
europepmc   +1 more source

Accounting for Substitution: Improving Estimates of GHG Reductions From Cattle‐Based Product Demand Shifts

Applied Economic Perspectives and Policy, EarlyView.
ABSTRACT Estimates of reductions in greenhouse gas (GHG) emissions from lower demand for cattle‐based products must account for substitution effects. This study collected data through two surveys—one on ground beef and another on dairy milk—to evaluate substitution effects and potential GHG reductions.
Brandon R. McFadden, Sara Gardner Hedgecock, Lawton L. Nalley, Alvaro Durand‐Morat, Aaron Shew, Rodolfo M. Nayga Jr   +5 more
wiley   +1 more source

Variance-Guided Regression for Heteroscedastic Data With a Grouping-Based Extension for Nonlinear Prediction. [PDF]

Stat Med
Liu S, Lu M.
europepmc   +1 more source

Value-at-Risk for Country Risk Ratings [PDF]

The country risk literature argues that country risk ratings have a direct impact on the cost of borrowings as they reflect the probability of debt default by a country.
Michael McAleer, Suhejla Hoti, Bernardo da Veiga   +2 more
core