Results 51 to 60 of about 501 (229)

Do High Temperatures Affect Firm Demography? Evidence From Italy

Business Strategy and the Environment, EarlyView.
ABSTRACT This study analyses the impact of high temperatures and heat stress on Italian firm demography during 2009–2022. Combining provincial‐firm‐level data with a high‐resolution multidecadal meteorological dataset, we investigate whether high temperatures—absolute and anomalous—affect firm entry and exit rates.
Concetta Carnevale, Danilo Drago, Francesco Trivieri, Francesco De Simone   +3 more
wiley   +1 more source

Examining what best explains corporate credit risk: accounting-based versus market-based models

Journal of Business Economics and Management, 2014
This paper uses a sample of 2,186 credit default swap spreads quoted in the European market during the period 2002–2009 to empirically analyze which model – accounting- or market-based – better explains corporate credit risk. We find little difference in
Antonio Trujillo-Ponce, Reyes Samaniego-Medina, Clara Cardone-Riportella   +2 more
doaj   +1 more source

Method for the Ecological and Economic Assessment of Mechanical Vapour Recompression in the WindaB Tool

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, Stephan Scholl, Mandy Paschetag   +2 more
wiley   +1 more source

Bond and CDS Pricing via the Stochastic Recovery Black-Cox Model

Risks, 2017
Building on recent work incorporating recovery risk into structural models by Cohen & Costanzino (2015), we consider the Black-Cox model with an added recovery risk driver.
Albert Cohen, Nick Costanzino
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, Pooja Sengupta, Divya Aggarwal   +2 more
wiley   +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, Xiao Zhang, Michal Wojewodzki, Yuxin Jian, Fadey AbiDaoud   +4 more
wiley   +1 more source

Metodologia para precificação de credit default swaps

Revista de Economia Mackenzie, 2009
Although the global trading volume of credit derivatives has exceeded tenths of trillions of dollars, the market in Brazil for these instruments is still incipient.
Helcio Haruo Sasaki, João Luiz Chela, Herbert Kimura   +2 more
doaj  

Asymptotic Analysis for One-Name Credit Derivatives

Abstract and Applied Analysis, 2013
We propose approximate solutions to price defaultable zero-coupon bonds as well as the corresponding credit default swaps and bond options. We consider the intensity-based approach of a two-correlated-factor Hull-White model with stochastic volatility of
Yong-Ki Ma, Beom Jin Kim
doaj   +1 more source

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, Gulnur Muradoglu, Vasileios Pappas, Sheeja Sivaprasad   +3 more
wiley   +1 more source

From Real to Artificial: How Profile Image Realism Shapes Warmth, Competence, and Trade Outcomes in Swapping Platforms

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, Louvins Pierre, Xiexin (Leah) Liu   +2 more
wiley   +1 more source