Results 131 to 140 of about 7,428,000 (367)
Market volatility and skewness risks in China
International Review of Economics & FinanceWe examine the pricing of the risk-neutral market volatility and skewness risks in the cross-section of stocks in China. We find that stocks with high exposures to innovations in volatility or skewness exhibit low expected returns.
Fang Zhen
doaj +1 more source
Transaction Frequency and Hedging in Commodity Processing
This study examines the effect of transaction frequency on profit and cash flow risk for firms that periodically purchase inputs, continuously transform inputs into outputs, and periodically sell output.
Dahlgran, Roger A.
core
Journal of Consumer Behaviour, EarlyView.ABSTRACT Grounded in ambivalence theories, this research examined factors shaping consumer ambivalence toward AI‐generated content and investigated differences between commercial and noncommercial contexts. As a preliminary study, sentiment analysis of Reddit data using a support vector machine (SVM) revealed that most consumer sentiment toward AI ...
Garim Lee +3 more
wiley +1 more source
Cross-Hedging Fishmeal: Exploring Corn and Soybean Meal Futures Contracts [PDF]
, 2008 Joseph L. Parcell +7 more
openalex +1 more source
SPATIAL ANALYSIS OF FEEDER CATTLE HEDGING RISK
Optimal hedge ratios are estimated for various weights of feeder cattle in four cash markets based on CME data from 1992 to 1999. Three-month uniform hedges are simulated for every weight, contract, and cash market combination.
Anderson, John D. +2 more
core
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Hedging Break-Even Biodiesel Production Costs Using Soybean Oil Futures
The effectiveness of hedging volatile input prices for biodiesel producers is examined over one- to eight-week time horizons. Results reveal that hedging break-even soybean costs with soybean oil futures offers significant reductions in input price risk.
Popp, Michael P. +2 more
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Large companies have a long track record of environmental, social, and governance (ESG) initiatives, whereas many small and medium‐sized enterprises (SMEs) lag in adopting sustainability‐related practices, often acting voluntarily or in response to stakeholder pressures and incentives.
Vivien Csapi +4 more
wiley +1 more source
A PRODUCER-LEVEL CROSS-HEDGE FOR ROUGH RICE USING WHEAT FUTURES
This study explores the potential of routine preharvest cross-hedging of rough rice using wheat futures contract prices. A numerical simulation approach combined with risk efficiency analysis evaluates a wide rage of cross-hedging alternatives.
Traylor, Harlon D. +3 more
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Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines how artificial intelligence language models influence corporate environmental, social, and governance greenwashing (GWESG$$ {\mathrm{GW}}_{\mathrm{ESG}} $$) behavior, utilizing panel data from Chinese listed firms spanning 2012–2022.
Brahim Bergougui +2 more
wiley +1 more source