Results 51 to 60 of about 648 (233)
Chemie Ingenieur Technik, EarlyView.Method to assess economic and ecologic advantages of mechanical vapour recompression at early stage of development. Main correlations between design parameters and profitability as well as CO2 emission reductions are described shown in a case study of methanol–water.
Hannes Schneider +2 more
wiley +1 more source
Valuation of Credit Derivatives with Multiple Time Scales in the Intensity Model
Journal of Applied Mathematics, 2014 We propose approximate solutions for pricing zero-coupon defaultable bonds, credit default swap rates, and bond options based on the averaging principle of stochastic differential equations.
Beom Jin Kim, Chan Yeol Park, Yong-Ki Ma
doaj +1 more source
A Raroc Valuation Scheme for Loans and Its Application in Loan Origination
Risks, 2020 In this article, a risk-adjusted return on capital (RAROC) valuation scheme for loans is derived. The critical assumption throughout the article is that no market information on a borrower’s credit quality like bond or CDS (Credit Default Swap) spreads ...
Bernd Engelmann, Ha Pham
doaj +1 more source
Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models
Journal of Forecasting, EarlyView.ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly +2 more
wiley +1 more source
The study on risk avoidance of transaction default based on the herding effect
Systems Science & Control Engineering, 2021 There is a widespread phenomenon of trading goods ordered in advance in the commodity market, and consumers choose to imitate others for security reasons, to form a herd phenomenon of following the trend and following the crowd, this has become an ...
Liang Wu
doaj +1 more source
ESG Performance and Credit Risk: Evidence From Chinese Manufacturing Companies
International Journal of Finance &Economics, EarlyView.ABSTRACT This study investigates the effect of corporate environmental, social, and governance (ESG) performance on credit risk using a sample of manufacturing firms listed on China's Shanghai and Shenzhen A‐share markets from 2009 to 2021. Employing fixed effects, the generalised method of moments, and instrumental variable models, we find that ...
Yanan Wang +4 more
wiley +1 more source
The Relationship Between Geopolitical Risk and Credit Default Swap Premium: Evidence from Turkey*
Ekonomika, 2023 This study investigates the relationship between the geopolitical risk in Turkey arising out of the war and terror incidents happened in the region during the period 2003:01-2020:06 with the CDS premium.
Esra Soyu Yıldırım +1 more
doaj +1 more source
Credit Default Swaps networks and systemic risk [PDF]
Scientific Reports, 2014 Credit Default Swaps (CDS) spreads should reflect default risk of the underlying corporate debt. Actually, it has been recognized that CDS spread time series did not anticipate but only followed the increasing risk of default before the financial crisis.
Puliga M., Caldarelli G., Battiston S.
openaire +8 more sources
Brexit and Its Impact on EU Financial Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin +3 more
wiley +1 more source
Psychology &Marketing, EarlyView.ABSTRACT This research investigates how value transparency and profile image realism jointly shape consumers' perceptions and trade behavior in Consumer‐to‐Consumer (C2C) swapping platforms. Across three studies, we examine whether realistic profile images enhance perceived warmth and competence, thereby fostering trade intentions under different ...
Sarah (Sa'arah) Alhouti +2 more
wiley +1 more source