Business Strategy and the Environment, EarlyView.ABSTRACT Widespread digital adoption has challenged our understanding of how these tools reshape collaboration, trust and sustainability outcomes across different institutional and network contexts. As networks now pursue resilience and sustainable development in parallel, we map emerging research directions and identify how collaboration and ...
Ari Carisza Graha Prasetia +1 more
wiley +1 more source
Multi-Scale Entropy-Gated Deep Quantile Learning via EntropyFusion-VaR: Tail-Risk Forecasting for U.S. Energy-Sector Equities. [PDF]
Entropy (Basel)Osman A, Wang Y, Wang Y.
europepmc +1 more source
Modeling Market Volatility in Emerging Markets: The case of Daily Data in Amman Stock Exchange 1992-2004 [PDF]
This paper attempts to investigate the volatility of the Jordanian emerging stock market using daily observations from Amman Stock Exchange Composite Index (ASE) for the period from January 1, 1992 through December 31, 2004.
AL-KHOURI, Ritab, ROUSAN, Raya
core
Corporate Environmental Responsibility and Cost of Equity Capital: A Meta‐Analytical Review
Business Strategy and the Environment, EarlyView.ABSTRACT Despite extensive research on the relationship between corporate environmental responsibility (CER) and cost of equity capital (COEC), empirical evidence remains inconsistent. This study addresses these inconsistencies through a comprehensive meta‐analysis of 1139 effect sizes from 75 studies.
Robert Witte +2 more
wiley +1 more source
Variance and volatility swap valuation with nonlinear liquidity-feedback stochastic volatility and regime switching. [PDF]
PLoS OneFu J, Wang K.
europepmc +1 more source
Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics [PDF]
We consider three sets of phenomena that feature prominently - and separately - in the financial economics literature: conditional mean dependence (or lack thereof) in asset returns, dependence (and hence forecastability) in asset return signs, and ...
Francis X.Diebold +1 more
core
Fueling Tomorrow: Scenario Planning for the Future of Gas Stations
Business Strategy and the Environment, EarlyView.ABSTRACT Transport electrification is reshaping the service infrastructures that mediate everyday mobility, yet most electrification scenario studies remain macrolevel and offer limited insight into how incumbent forecourt (gas‐station) networks can adapt under deep uncertainty.
Joao Gabriel Rosa +2 more
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 OneAljughaiman AA +3 more
europepmc +1 more source
Beta Risk and Regime Shift in Market Volatility [PDF]
In this paper, we relate security returns in the thirty securities in the Dow Jones index to regime shifts in the market portfolio (S&P500) volatility. We model market volatility as a multiple-state Markov switching process of order one and estimate non ...
Don U.A. Galagedera, Roland G. Shami
core
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the strategic efficacy of corporate low‐carbon energy transition, such as through nuclear energy adoption, as a response to decarbonization pressures. Analyzing an international sample of energy firms, we demonstrate that the relationship between this form of transition and emission reductions is not technologically ...
Bilal Ahmed Abbasi +4 more
wiley +1 more source