Results 111 to 120 of about 3,253,312 (300)
Green Ambiguity Shapes Sustainable Investing
Business Strategy and the Environment, EarlyView.ABSTRACT Green Exchange‐Traded Funds (ETFs) have experienced strong growth in recent years, reflecting increasing investor attention toward sustainability. However, these funds rely on a wide range of environmental metrics that are often weakly aligned, raising concerns about the meaning of greenness in sustainable investing.
Rita Laura D'Ecclesia +2 more
wiley +1 more source
Transdisciplinary Study of Hedging Strategy in Evaluative Academic Discourse
Вестник Волгоградского государственного университета: Серия 2. ЯзыкознаниеThe article presents the research into hedges and hedging strategy realization in evaluative academic genres viewed from a transdisciplinary perspective.
Elena Yu. Viktorova
doaj +1 more source
An Empirical Analysis of Dynamic Multiscale Hedging using Wavelet Decomposition [PDF]
This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance hedge ratio for various ...
Thomas Conlon, John Cotter
core
Business Strategy and the Environment, EarlyView.ABSTRACT This paper examines how the European Union Emissions Trading System allowance prices reshape the link between corporate environmental performance (CEP) and firms' growth expectations, measured by Tobin's Q. Using a panel of 1370 listed firms across 15 European countries from 2005 to 2024 and high‐dimensional fixed‐effects models, we first ...
Adrián Ferreras
wiley +1 more source
Hedging Effectiveness under Conditions of Asymmetry [PDF]
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts.
Jim Hanly, John Cotter
core +2 more sources
Revista CIDOB d'Afers InternacionalsThe present polycrisis – driven by geopolitical wrangling, the energy transition and Industry 4.0 – is pushing international economic relations towards greater geo-economic fragmentation.
Julieta Zelicovich, Esteban Actis
doaj +1 more source
Measuring the error of dynamic hedging: a Laplace transform approach [PDF]
We compute the expected value and the variance of the discretization error of delta hedging and of other strategies in the presence of proportional transaction costs.
Flavio Angelini, Stefano Herzel
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Stock Market Reactions to Climate Risk Events: A Systematic Literature Review and Research Agenda
Business Strategy and the Environment, EarlyView.ABSTRACT As global warming intensifies, climate risks' impact on firm value has become a critical concern for academia and investors. This systematic literature review analyzes 50 event studies in this research field, classifying them by climate risk type.
Mario Schuster, Rainer Lueg
wiley +1 more source
Performance of hedging strategies in interval models.
Kybernetika, 2005 Summary: For a proper assessment of risks associated with the trading of derivatives, the performance of hedging strategies should be evaluated not only in the context of the idealized model that has served as the basis of the strategy development, but also in the context of other models. We consider the class of so-called interval models as a possible
Roorda, Berend +2 more
openaire +4 more sources
Hedging versus not hedging: strategies for managing foreign exchange transaction exposure [PDF]
This paper compares a number of strategies for managing foreign exchange exposures. The strategies are never hedging, hedging every exposure using a forward exchange contract, and hedging on selective occasions using a forward exchange contract.
Scott McCarthy
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