Results 91 to 100 of about 525,958 (299)
ACCUMULATION OF CAPITAL IN VOLATILE MARKET CONDITIONS
Economic innovations, 2017 There are three stages of the process of capital accumulation in Ukraine. At the first stage there was a primary accumulation of capital. At this stage, the accumulation of capital was largely unearned and was not based on the voluntary association of private capital, but due to the policy and rapid dismantling of state-owned enterprises and the ...
J.N. Chayka, N.I. Duchinska
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Natural volatility and option pricing [PDF]
In this paper we recover the Black-Scholes and local volatility pricing engines in the presence of an unspecified, fully stochastic volatility. The input volatility functions are allowed to fluctuate randomly and to depend on time to expiration in a ...
Carey, Alexander
core
Cost Pass‐Through in Crisis: Evidence From the German Malt‐Beer Supply Chain
Agribusiness, EarlyView.Abstract Global agri‐food supply chains are increasingly exposed to geopolitical shocks, climate volatility, and market consolidation, factors that disrupt traditional price relationships and reshape market power dynamics. Nowhere is this more visible than in the brewing sector, where agricultural raw materials meet complex industrial processing and ...
Nikolas Bublik, Lukáš Čechura
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Determinants of food price volatility in Nigeria
Agricultura Tropica et Subtropica, 2018 In this paper we examined the determinants of food price volatility in Nigeria using monthly data from January, 1997 to April, 2017. We employed the multivariate GARCH approach to evaluate the level of interdependence and the dynamics of volatility ...
Fasanya Ismail Olaleke +1 more
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Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model [PDF]
تحقیقات مالیObjectiveIn financial literature, there are two well-explored characteristics of volatility. The first pertains to the asymmetric reactions of volatility to positive and negative news, while the second involves the presence of volatility spillover ...
Gholamhosein Golarzi +1 more
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On a buffered conditional volatility process
, 2015 The traditional threshold time series model is famous for its capability in capturing asymmetry. Regime switching takes place immediately when a certain variable crosses the threshold. However, this type of model may not be suitable for data which have no clear cut between regimes.
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Modeling and Forecasting Volatility in Indian Capital Markets [PDF]
Various volatility estimators and models have been proposed in the literature to measure volatility of asset returns. In this paper, we compare empirical performance of various unconditional volatility estimators and conditional volatility models (GARCH ...
Pandey, Ajay
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When the River Runs Low: Heterogeneous Impacts of Transportation Disruptions on Local Grain Basis
Agribusiness, EarlyView.ABSTRACT A substantial share of U.S. soybean and corn exports from the Midwest moves by barge along the Mississippi River system to export terminals in the Louisiana Gulf. Transportation costs between Midwestern grain elevators and export terminals create a wedge between prices at these locations, and shocks to these costs are partially passed on to ...
Yuan Zhang +3 more
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AUTOREGRESSIVE CONDITIONAL VOLATILITY, SKEWNESS AND KURTOSIS [PDF]
This paper proposes a GARCH-type model allowing for time-varying volatility, skewness and kurtosis. The model is estimated assuming a Gram-Charlier series expansion of the normal density function for the error term, which is easier to estimate than the ...
Ángel León +2 more
core
Agribusiness, EarlyView.ABSTRACT Past growth in the global organic market has been concentrated in high‐income countries, while in middle‐income countries such as Serbia the organic market remains nascent and characterized by a sparse assortment of organic products, high retail premia and limited evidence on consumer preferences and their drivers.
Milan Tatic +3 more
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