Results 81 to 90 of about 200 (184)

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source

MARS‐Diff: Guarded Residual Diffusion for Leakage‐Disciplined Probabilistic Portfolio‐Loss Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops Masked Asset–Regime Scenario Diffusion (MARS‐Diff), a leakage‐disciplined framework for probabilistic forecasting of multiday portfolio losses. The framework combines a regularized heterogeneous autoregressive model with exogenous predictors (HAR‐X) as its anchor, a train‐only masked representation of a high‐dimensional ...
Çağlar Sözen, Mervenur Sözen
wiley   +1 more source

Neurolathyrism in Sub‐Saharan Africa—Assessing the Neurotoxic Risks of Lathyrus sativus Amid Drought and Food Security Challenges

Food Safety and Health, EarlyView.
Representation of grass pea consumption in drought‐stricken sub‐Saharan Africa sustains nutrition, but excess β‐ODAP exposure due to multiple reasons triggers neurolathyrism, a progressive neurotoxic disorder. ABSTRACT Neurolathyrism is a progressive motor neuron disease due to the consumption of Lathyrus sativus (grass pea) over long periods.
Biruk Demisse Ayalew, Muhammad Umar, Pakeezah Tabasum, Maria Qadri, Talha Farooq, Eskeatnaf Yosef Getachew, Zemichael Getu Alemayehu, Eden Haile Hagos, Hailemariam Shimelis Gebeyehu, Hanna Tsehay Abebe, Nuradin Abdi Ali, David Chinaecherem Innocent, Temesgen Mamo Sharew   +12 more
wiley   +1 more source

Tail Risk Transmission in Agricultural and Energy Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey, Roberto Casarin, Luigi Grossi   +3 more
wiley   +1 more source

A Review of Probabilistic and Novel Approaches to Cost Assessment in CCUS Projects

Greenhouse Gases: Science and Technology, EarlyView.
ABSTRACT Although the renewable energy sector is making progress, there is still a long way to go before green energy can be fully utilized. In this context, Carbon Capture Utilization and Storage (CCUS) technologies can act as a temporary bridge between a high‐emission past and a low‐emission future.
Majid Mohajeri, Saman Azadbakht
wiley   +1 more source

Rethinking a positive‐sum game: US FDI location decisions in the presence of Chinese FDI

Global Strategy Journal, EarlyView.
Abstract Research Summary This study examines how rising Chinese outbound foreign direct investment (OFDI) in third‐country markets shapes US MNEs' foreign direct investment location decisions amid escalating US–China geopolitical rivalry. US firms initially benefit from complementary co‐location dynamics, as Chinese OFDI—particularly in infrastructure—
Injae Jeon, Jon Jungbien Moon
wiley   +1 more source

MNE retrenchment and redeployment in the face of the US–China trade war: Real options and strategic flexibility

Global Strategy Journal, EarlyView.
Abstract Research Summary Trade wars increasingly manifest in the contemporary environment for global business; thereby, calling for examination of MNE strategic responses. MNEs can respond to such shocks by leveraging their strategic flexibility and engaging in retrenchment and redeployment; that is, the respective scaling down (up) of subsidiary ...
Hyewon Ma, Joseph A. Clougherty
wiley   +1 more source

Diversifying Environmental, Social and Governance Portfolios: Evidence From China

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study extends traditional portfolio optimization methods by incorporating Environmental, Social and Governance (ESG) performance measures into diversification strategies, specifically focusing on data from the Chinese stock market. By integrating ESG scores and their constituent components (E, S and G), the study examines portfolio ...
Danyang Li, Yating Li, Charalampos Stasinakis, Yang Zhao   +3 more
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

The Relationship Among Climate Policy Uncertainty and Energy Markets: Fossil Versus Renewable and Low‐Carbon Assets

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper investigates the intricate relationship between climate policy uncertainty (CPU) and energy market dynamics, focusing on fossil‐based and renewable/low‐carbon energy assets. Utilising a comprehensive dataset spanning from April 1987 to December 2023, comprising monthly observations of CPU, stock market returns, spot oil prices and ...
Dimitrios Asteriou, Anastasia Dimiski
wiley   +1 more source