Results 161 to 170 of about 41,412 (327)
Transaction Frequency and Hedging in Commodity Processing [PDF]
This study examines the effect of transaction frequency on profit and cash flow risk for firms that periodically purchase inputs, continuously transform inputs into outputs, and periodically sell output.
Dahlgran, Roger A.
core +1 more source
Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
wiley +1 more source
A Comparative Evaluation of Cash Flow and Batch Profit Hedging Effectiveness in Commodity Processing [PDF]
Agribusinesses make long-term plant-investment decisions based on discounted cash flow. It is therefore incongruous for an agribusiness firm to use cash flow as a plant-investment criterion and then to completely discard cash flow in favor of batch ...
Dahlgran, Roger A.
core +1 more source
Optimal hedge ratio and hedging effectiveness of Turkish stock index futures
, 2021 Bu tezin amacı, İMKB-30 endeks vadeli işlem sözleşmelerine ait optimal korunma oranının çeşitli ekonometrik modeller uygulanarak tespit edilmesidir. Optimal korunma oranının hesaplanmasında, Doğrusal Regresyon modeli, Yöney Kendiylebağlaşım (VAR) modeli, Hata Düzeltme modeli (ECM), GARCH modeli ve Çok Değişkenli GARCH (M-GARCH) modeli kullanılmıştır ...
openaire +1 more source
Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 more
wiley +1 more source
Do Internet‐Driven Trade Shocks Moderate the Exchange Rate Pass‐Through to Inflation?
International Journal of Finance &Economics, EarlyView.ABSTRACT This study examines the existence of an internet globalisation intensifying impact on the size of the exchange rate pass‐through (ERPT) to inflation, which conditions the response of central banks' policy rates. Expanding on the traditional determinants of ERPT, we incorporate technology‐induced trade shocks linked to internet adoption to ...
Joanna Darwiche, Nicole Ballouz Baker
wiley +1 more source
Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets [PDF]
This paper examines hedging effectiveness of futures contract on a financial asset and commodities in Indian markets. In an emerging market context like India, the growth of capital and commodity futures market would depend on effectiveness of ...
Pandey, Ajay
core
Journal of Counseling &Development, EarlyView.ABSTRACT The prevalence of co‐occurring posttraumatic stress disorder (PTSD) and depression poses a noteworthy challenge to optimal development and well‐being among youth characterized by variations in risk associated with biological and environmental variables.
A. Stephen Lenz +1 more
wiley +1 more source
Does Neuroticism Disrupt the Psychological Benefits of Nostalgia? A Meta‐analytic Test
European Journal of Personality, EarlyView., 2020 Abstract Nostalgia, a sentimental longing or wistful affection for the past, confers self‐oriented, existential, and social benefits. We examined whether nostalgic engagement is less beneficial for individuals who are high in neuroticism (i.e. emotionally unstable and prone to negative affect).
Julius Frankenbach +4 more
wiley +1 more source