Results 141 to 150 of about 5,439,964 (250)
Measuring economic downside risk and severity - Growth at Risk [PDF]
Output collapses, and crises are a fact of life. Severe economic downturns occur periodically, and have grave consequences on the poor. The authors propose a new measurement for economic downside risk, and severity: Growth at risk. Similar to the concept
Yan Wang, Yudong Yao
core
Management System EngineeringWe investigate the degree of asymmetry in the variance risk premium (VRP) using SSE 50 ETF options in the Chinese market. Our approach decomposes the VRP into upside and downside components and quantifies the dynamic spillover asymmetry measure (SAM ...
Jue Gong +3 more
doaj +1 more source
Firm‐Level Climate Risk and Stock Price Crash: Does Investor Attention or Sentiment Matter?
Business Strategy and the Environment, EarlyView.ABSTRACT This study moves beyond traditional crash‐risk channels focused on managerial bad‐news hoarding to examine how firm‐level climate risk translates into stock price crashes through investor behaviour. Using a novel text‐based measure of climate exposure extracted from earnings call transcripts, we capture firm‐specific regulatory, physical and ...
Hoa Phan +4 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether ESG‐related profitability differences arise from observable firm characteristics or from structural differences in how firms convert those characteristics into performance outcomes. Using an unbalanced panel data design, the final sample comprises 727 firm‐year observations from 178 publicly listed non‐financial ...
Yara Ibrahim +2 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Improving energy efficiency is a central pillar of climate mitigation strategies, energy security, and sustainable economic growth, particularly in energy‐intensive economies such as the United States. This study investigates the nonlinear and distribution‐dependent effects of energy prices, financial conditions, economic policy uncertainty ...
Busra Agan Celik
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT This narrative review examines the intersection of artificial intelligence, environmental, social and governance (ESG) strategies and sustainable value creation in contemporary business environments. As organisations face mounting pressure to demonstrate environmental stewardship, social responsibility and governance excellence, artificial ...
Emmanuel Junior Tenakwah +2 more
wiley +1 more source
Decision Theory and Proof Standards for Future Crimes: Possible Uses and Open Questions
Behavioral Sciences &the Law, EarlyView.ABSTRACT What should be the proof standard for applying preventive criminal sanctions based on an establishment of risk of reoffending? This is an open question in legal systems around the world. Various authors suggest that we can answer it by using decision theory. This approach conceptualises the proof standard as a probabilistic threshold. A person
Hylke Jellema, Johannes Bijlsma
wiley +1 more source
Hedge fund portfolio selection with modified expected shortfall [PDF]
Modified Value-at-Risk (VaR) and Expected Shortfall (ES) are recently introduced downside risk estimators based on the Cornish-Fisher expansion for assets such as hedge funds whose returns are non-normally distributed.
Peterson, Brian +2 more
core
Consumer Adoption of Internet of Things
Journal of Consumer Behaviour, Volume 24, Issue 2, Page 673-693, March 2025.ABSTRACT The Internet of Things (IoT), a pivotal technology in enhancing user connectivity, faces a paradox: its widespread potential yet limited consumer adoption. This study addresses this dichotomy by synthesizing a large‐scale meta‐analytic structural equation modeling (MASEM) and hierarchical linear meta‐analysis (HiLMA) of 2736 effect sizes from ...
Wagner Junior Ladeira +6 more
wiley +1 more source
In Vivo Cytoskeletal AMPA Receptor Transport Imaging in C. elegans
Cytoskeleton, EarlyView.ABSTRACT Long‐distance intracellular transport of ionotropic glutamate receptors (iGluRs) is essential for proper excitatory synaptic function underlying learning and memory. Many neuropsychiatric and neurodegenerative conditions have abnormal iGluR transport and trafficking, leading to an intense interest in the mechanisms and factors regulating these
Michaelis A. K., Hoerndli F. J.
wiley +1 more source