Results 91 to 100 of about 41,412 (327)
Time Varying Risk Aversion: An Application to Energy Hedging [PDF]
, 2009 Risk aversion is a key element of utility maximizing hedge strategies; however, it has typically been assigned an arbitrary value in the literature. This paper instead applies a GARCH-in-Mean (GARCH-M) model to estimate a time-varying measure of risk ...
Cotter, John, Hanly, Jim
core +3 more sources
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
Hedging: Scaling and the Investor Horizon [PDF]
This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons.
Jim Hanly, John Cotter
core
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
AgricultureThis paper addresses the lack of hedging effectiveness that yellow corn 1-month futures of the Chicago Mercantile Exchange (CME) offer for cross-hedging the price of Mexican white corn.
Oscar V. De la Torre-Torres +3 more
doaj +1 more source
TIME-VARYING MULTIPRODUCT HEDGE RATIO ESTIMATION IN THE SOYBEAN COMPLEX: A SIMPLIFIED APPROACH [PDF]
In developing optimal hedge ratios for the soybean processing margin, many authors have illustrated the importance of considering the interactions between the cash and futures prices for soybeans, soybean oil, and soybean meal.
Garcia, Philip +2 more
core +1 more source
ESG Performance Evolution in Retail: A Systematic Review and Meta‐Analysis
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Environmental, social, and governance (ESG) practices have transformed from peripheral corporate social responsibility initiatives into core strategic imperatives in retail. Despite growing interest, the literature remains fragmented across disciplines and geographic contexts, with no comprehensive sector‐specific analysis examining the ...
Jiyeon Kim, Wooyoung Yang
wiley +1 more source
Cogent Economics & Finance, 2017 Although a large number of empirical papers have examined the price spillover in global oil and non-energy commodity markets, very little is known about the volatility transmission between these two markets.
Anupam Dutta, Md Hasib Noor
doaj +1 more source
Issues on Hedge Effectiveness Testing [PDF]
The starting point for risk management and hedging lies in understanding a corporation’s exposure to different risks. Hedging is vital for corporate risk management, involving reducing the exposure of the company to particular risks.
Bunea-Bontaş, Cristina Aurora +2 more
core +1 more source
Market Perceptions of ESG Reputational Risk in the US Pharmaceutical Industry
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT Negative ESG‐related reputational events generate significant corporate risks, particularly within sensitive sectors such as the pharmaceutical industry. Using novel reputational data, this research investigates investor perceptions of the consequences of experienced ESG breaches among US pharmaceutical firms.
Erdinc Akyildirim +3 more
wiley +1 more source