Results 261 to 270 of about 414,023 (345)
Spatial dimensions of precision agriculture: a spatial econometric analysis of millet yield on Sahelian coversands [PDF]
, 2002 Raymond J.G.M. Florax +2 more
openalex +1 more source
Stock Return Prediction Based on a Functional Capital Asset Pricing Model
Journal of Forecasting, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is readily used to capture a linear relationship between the daily returns of an asset and a market index. We extend this model to an intraday high‐frequency setting by proposing a functional CAPM estimation approach.
Ufuk Beyaztas +3 more
wiley +1 more source
Policy Reform, Economic Growth, and the Digital Divide:An Econometric Analysis
, 2001 David Wheeler +2 more
openalex +2 more sources
South Africa: An Econometric Analysis of Military Spending and Economic Growth [PDF]
, 2002 Alvin Birdi, J. Paul Dunne
openalex +1 more source
Multiple Seasonal Autoregressive Integrated Moving Average Models
Journal of Forecasting, EarlyView.ABSTRACT Many empirical time series show periodic patterns. SARIMA models and exponential smoothing methods are classical approaches to account for seasonal dynamics. However, they allow to model just one periodic component, while several time series have multiple seasonality, with periodic components possibly tangled among them.
Francesco Lisi, Matteo Grigoletto
wiley +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This paper employs the theory of biased technological progress to assess the effects of technological advancements across diverse trades, with a particular emphasis on predicting energy efficiency. A translog cost function model is developed, integrating five critical types of energy inputs.
Zixiang Wei +4 more
wiley +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This study examines the effect of climate change exposure on analysts' forecasted stock performance operationalized by their actual recommendations. Our results indicate that firms with higher exposure to climate change receive less favorable recommendations from analysts.
Cyrine Khiari +4 more
wiley +1 more source
Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy
Journal of Futures Markets, EarlyView.ABSTRACT Mitigating extreme tail risk is essential for institutions and corporations to prevent financial losses from severe asset price fluctuations across many asset classes. This study shows that a simple futures hedging strategy, the naïve hedge, is remarkably effective at managing tail risk—so much so that few other methods can beat it.
Min Cao, Thomas Conlon
wiley +1 more source
Patent Portfolios and Uncertainty
Journal of Futures Markets, EarlyView.ABSTRACT This study explores how investor uncertainty is associated with the structure of companies' patent portfolios. Utilizing a U.S. patent sample, we examine the impact of three key patent portfolio characteristics (total market value, total number, and value dispersion) on market‐perceived uncertainty proxied by option‐implied volatilities.
Thaddeus Neururer +2 more
wiley +1 more source
Geological Journal, EarlyView.ABSTRACT This research intends to examine how renewable energy (REN) consumption and natural resource (RES) rents affect the environmental impact of consumption in Switzerland. Along with REN and RES, the study considers Information and Communication Technology (ICT) and participatory democracy as other independent variables of interest.
Muhammad Khalid Anser +3 more
wiley +1 more source