Results 131 to 140 of about 50,517 (308)
Currency Hedging Strategies Using Dynamic Multivariate GARCH [PDF]
This paper examines the effect on the effectiveness of using futures contracts as hedging instruments of: 1) the model of volatility used to estimate conditional variances and covariances, 2) the analyzed currency, and 3) the maturity of the futures ...
Juan-Ángel Jiménez-Martín +2 more
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Climate‐Related Disclosure and Bank Performance: Does Bank Type Matter?
Business Strategy and the Environment, EarlyView.ABSTRACT This paper investigates whether climate‐related disclosure (CRD) affects the financial performance of conventional banks (CBs) and Islamic banks (IBs) differently. Using a unique hand‐collected dataset on CRD for 591 banks (422 CBs and 169 IBs) from 24 countries over a 4‐year period, we examine how the relationship between CRD and financial ...
Rasim Simsek +2 more
wiley +1 more source
Mean-Variance Hedging under Additional Market Information [PDF]
In this paper we analyse the mean-variance hedging approach in an incomplete market under the assumption of additional market information, which is represented by a given, finite set of observed prices of non-attainable contingent claims.
Frank Thierbach
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Business Strategy and the Environment, EarlyView.ABSTRACT The agri‐food sector, most notably intensive livestock production, stands as a major driver of climate change, prompting a shift towards plant‐based alternative protein production and consumption. Such protein transition is widely recognised as central to the development of an environmentally sustainable food economy.
Francesca Monticone, Antonella Samoggia
wiley +1 more source
An empirical analysis of the hedging effectiveness of currency futures [PDF]
Existing research on the hedging effectiveness of currency futures assumes that futures positions are continuously adjusted. This is an unrealistic assumption in practice.
Roon, F.A. de, Jong, A. de, Veld, C.H.
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Business Strategy and the Environment, EarlyView.ABSTRACT This study examines why and how firms address biodiversity loss. Using a multiple case study of 10 large food and agriculture firms, we analyze 35 interviews and secondary data to show that firms pursue strategic objectives through biodiversity management beyond compliance or philanthropy.
Myriam Celine Rapior, Timo Busch
wiley +1 more source
Export production, hedging exchange rate risk: the duopoly case [PDF]
This paper studies a Cournot duopoly in international trade so that the firms are exposed to exchange rate risk. A hedging opportunity is introduced by a forward market where the foreign currency can be traded on.
Wahl, Jack E. +2 more
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Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis +4 more
wiley +1 more source
MANAGING PRICE RISK IN COTTON PRODUCTION USING STRATEGIC ROLLOVER HEDGING [PDF]
Research on rollover hedging for agricultural commodities has focused on the consequences of using existing contracts to substitute for missing long-term contracts.
Heboyan, Vahe, Turner, Steven C.
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Business Strategy and the Environment, EarlyView.ABSTRACT ESG ratings, and in particular environmental scores (E‐scores), are becoming increasingly relevant for financial stability and capital allocation decisions. This paper investigates the relationship between corporate environmental performance and market risk, as measured through value at risk (VaR) and expected shortfall (ES), the key metrics ...
Matilda Shini +3 more
wiley +1 more source