Results 41 to 50 of about 16,477 (266)
Multi-frequency downside risk interconnectedness between soft agricultural commodities
Agricultural Economics (AGRICECON), 2023 In this article, we explore multiscale extreme risk interdependence between four soft agricultural markets - coffee, cocoa, cotton and orange juice. Wavelet correlation and cross-correlation are used to investigate this interlink, and dynamic conditional
Dejan Živkov +2 more
doaj +1 more source
Extreme Downside Liquidity Risk [PDF]
SSRN Electronic Journal, 2013 We investigate whether investors receive compensation for holding stocks with strong systematic liquidity risk in the form of extreme downside liquidity (EDL) risk. Following the logic of Acharya and Pedersen (2005), we capture a stock's EDL risk by the lower tail dependence between (i) individual stock liquidity and market liquidity, (ii) individual ...
Ruenzi, Stefan +2 more
openaire +16 more sources
American Journal of Community Psychology, EarlyView.Abstract This manuscript centers on the experiences of caretakers of minors in Honduran transnational families (TNFs) in which one or both parents emigrated, and of the schoolteachers, professional psychologists, and spiritual leaders working with these families.
Marco Gemignani +2 more
wiley +1 more source
Journal of Modern Power Systems and Clean Energy, 2022 The power system with high penetration of wind power is gradually formed, and it would be difficult to determine the optimal economic dispatch (ED) solution in such an environment with significant uncertainties.
Yuanzheng Li +6 more
doaj +1 more source
ESG and Downside Risks: Implications for Pension Funds
SSRN Electronic Journal, 2021 Abstract Due to their long-term horizons, pension funds face enhanced exposures to the long-lived effects of many environmental, social, and governance (ESG) risks. Moreover, given the potential consequences of being underfunded, pension funds are particularly exposed to ESG-related downside shocks, especially those related to climate ...
Zacharias Sautner, Laura T. Starks
openaire +2 more sources
Confessions of a Poverty Researcher: My Journey Through the Foothills of Scholarship
Australian Journal of Social Issues, EarlyView.ABSTRACT This paper describes the key events, experiences and ideas that influenced the author's career as a poverty researcher. He describes how his early disillusion with economics was replaced by a spark of interest in social issues and how his migration from the UK to Australia in the mid‐1970s provided the impetus to begin what became a lifetime ...
Peter Saunders
wiley +1 more source
Downside risk-return volatilities during Covid 19 outbreak: a comparison across developed and emerging markets. [PDF]
Environ Sci Pollut Res Int, 2022 Shah SA, Raza H, Mustafa Hashmi A.
europepmc +2 more sources
Portfolio selection with limited downside risk [PDF]
Journal of Empirical Finance, 2000 A safety-first investor maximizes expected return subject to a downside risk constraint. Arzac and Bawa [Arzac, E.R., Bawa, V.S., 1977. Portfolio choice and equilibrium in capital markets with safety-first investors. Journal of Financial Economics 4, 277–288.] use the Value at Risk as the downside risk measure.
Jansen, DW +2 more
openaire +2 more sources
Measurement of Commodity Price Risk: an overview of Brazilian agricultural markets
Revista de Economia e Sociologia Rural: This study explores different procedures to estimate price risk in commodity markets. Focusing on Brazilian agricultural markets, the paper proposes to assess both dispersion and downside risk measures using five different approaches (volatility ...
Daniel Henrique Dario Capitani +1 more
doaj +1 more source
Economía Agraria y Recursos Naturales, 2014 This study provides a decision framework to analyze optimal production iversification decisions under uncertainty for a farmer who is risk averse in the Arrow-Pratt sense and downside risk averse.
Guillermo Donoso
doaj +1 more source