Results 151 to 160 of about 525,958 (299)
Conditional volatility estimation by conditional quantile autoregression
International Journal of Mathematical Analysis, 2014 D. N. Mutunga, P. N. Mwita, B. K. Muema
openaire +1 more source
Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models [PDF]
This paper investigates whether structural breaks and long memory are relevant features in modeling and forecasting the conditional volatility of oil spot and futures prices using three GARCH-type models, i.e., linear GARCH, GARCH with structural breaks ...
Mohamed El Hedi Arouri +2 more
core
Business Strategy and the Environment, EarlyView.ABSTRACT In a business environment characterized by technological turbulence and an increasing societal demand for greater sustainability, companies seeking to enhance their growth are compelled to foster organizational cultures that promote continuous innovation.
José Bocoya‐Maline +2 more
wiley +1 more source
Sustainability Orientation and Entrepreneurial Performance in Resource‐Constrained Contexts
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines how sustainability orientation shapes entrepreneurial performance in bottom‐of‐the‐pyramid (BoP) markets by theorizing responsible entrepreneurship as a central mechanism and BoP orientation as a contextual contingency. Using survey data from 283 small‐ and medium‐sized enterprises (SMEs) in Ghana, we integrate perspectives
George Obeng Dankwah +5 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines corporate environmental reporting practices among listed companies in the European Union during the period 2018–2022, within the context of the Non‐Financial Reporting Directive (NFRD). To this end, an Environmental Disclosure Index (EDI) is constructed based on qualitative reporting items, and panel‐data models are ...
Rosalva Pinto‐Braga +2 more
wiley +1 more source
Asymmetry and leverage in realized volatility [PDF]
A wide variety of conditional and stochastic variance models has been used to estimate latent volatility (or risk). In both the conditional and stochastic volatility literature, there has been some confusion between the definitions of asymmetry and ...
Asai, M., McAleer, M.J., Medeiros, M.C.
core
Green Hydrogen for Public Transportation: Insights From an ABM and From Palma de Mallorca Case Study
Business Strategy and the Environment, EarlyView.ABSTRACT The development of green hydrogen (GH2) value chains is crucial for decarbonizing sectors such as transport and industry. Their emergence, however, requires coordination among diverse actors, technologies, and regulations, which traditional analytical approaches struggle to capture.
Roberta De Cristofaro +2 more
wiley +1 more source
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies [PDF]
This study examines the conditional volatility and correlation dependency and interdependency for the four major precious metals (that is, gold, silver, platinum and palladium), while accounting for geopolitics within a multivariate system.
Thompson, M.A. +3 more
core +2 more sources
Time Varying Volatility and the Cross-Section of Equity Returns [PDF]
A vast literature has documented the value premium and the small firm effect as pervasive stylized facts in empirical asset pricing and yet research has been largely unable to provide entirely convincing explanations of why these phenomena exist.
Chris Brooks, Xiafei Li, Joelle Miffre
core
Business Strategy and the Environment, EarlyView.ABSTRACT Research on ESG controversies has expanded rapidly, but findings remain fragmented and lack a unifying perspective. This study conducts a PRISMA‐guided, framework‐based systematic review of 68 empirical articles published between 2018 and 2025 (May) to synthesize the main determinants and consequences of ESG controversies.
Cristina Alexandrina Ştefănescu +1 more
wiley +1 more source