Results 41 to 50 of about 20,505 (285)
Net‐Zero Investment Strategies Need an Absolute Emission Reduction Metric
Business Strategy and the Environment, EarlyView.ABSTRACT The climate crisis calls for rapid absolute reductions in greenhouse gas (GHG) emissions, requiring significant capital reallocation. In the financial industry, net‐zero investment strategies are mostly guided by relative carbon intensity (CI) metrics rather than absolute GHG emissions.
Andreas G. F. Hoepner +4 more
wiley +1 more source
Calibration of robot tool centre point using camera-based system [PDF]
Serbian Journal of Electrical Engineering, 2016 Robot Tool Centre Point (TCP) calibration problem is of great importance for a number of industrial applications, and it is well known both in theory and in practice.
Gordić Zaviša, Ongaro Claudio
doaj +1 more source
Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms
Journal of Forecasting, EarlyView.ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan +3 more
wiley +1 more source
Quantitative Easing and Equity Prices: Evidence from the ETF Program of the Bank of Japan
Review of Asset Pricing Studies, 2019 Since the introduction of its quantitative and qualitative easing program in 2013, the Bank of Japan has been increasing its holdings of Japanese equity through large-scale purchases of index-linked ETFs, to lower risk premiums.
A. Barbon, Virginia Gianinazzi
semanticscholar +1 more source
The influence Of ETF listing on index constitution securities [PDF]
, 2011 P(論文)This paper was analyzed about the influence that index constitution securities received by listing of exchange-traded fund (ETF). The technique used in this paper inspects whether the price of index constitution securities before and after ETF ...
Sotojima, Kenji +6 more
core
Loss‐Aware Forecast Construction for Realized Variance
Journal of Forecasting, EarlyView.ABSTRACT Forecasts of realized variance are commonly constructed from models of log‐realized variance and then transformed back to the original scale. However, the resulting forecasts are often evaluated using loss functions defined in relative rather than absolute terms, creating a potential mismatch between forecast construction and forecast ...
Nick Taylor
wiley +1 more source
Espacio, Tiempo y Forma. Serie V, Historia Contemporánea, 2016 Buenas ...
Revista ETF V Revista ETF V
doaj +1 more source
SSRN Electronic Journal, 2022 This paper examines the causes and consequences of hedge fund investments in exchange traded funds (ETFs) using U.S. data from 1998 to 2018. The data indicate that transient hedge funds and quasi-indexer hedge funds are substantially more likely to invest in ETFs.
Cumming, Douglas J., Monteiro, Pedro
openaire +3 more sources
International Insolvency Review, EarlyView.Abstract A key goal of the Capital Markets Union (CMU) Action Plan is to establish a functioning bond market, offering businesses finance options beyond traditional bank loans and creating a stable source of financing for the real economy across the EU.
Maryam Malakotipour
wiley +1 more source
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