Results 81 to 90 of about 15,122 (268)
Does ESG Performance Reduce Default Risk in Insurance Firms? Evidence From Life and Non‐Life Sectors
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines whether environmental, social, and governance performance is associated with lower default risk in European insurance firms, and whether the strength of this association differs between life and non‐life business models.
S. Miani, M. Mantovani, E. Palmieri
wiley +1 more source
For the Few, Not the Many: Tracing the Residualist and Compensatory Nature of British Energy Support
Environmental Policy and Governance, EarlyView.ABSTRACT Drawing on extensive documentary analysis, this article traces the evolution of British energy policy support since World War II. It analyses shifts in policy design through two interpretive lenses: eligibility (residualist vs. universalist) and function (compensatory vs. preventive).
T. M. Croon +4 more
wiley +1 more source
E-Jurnal Matematika, 2017 Unit-linked whole life insurance is an insurance that combines traditional whole life insurance with modern insurance unit-links which provide both protection and investment.
JULIANTARI JULIANTARI +2 more
doaj +1 more source
Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums
Journal of Futures Markets, EarlyView.ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley +1 more source
The Role of Price‐Volatility Cojumps in Volatility Forecasting
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley +1 more source
Why Do Hedgers Hedge? The Role of Ambiguity
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
Cost Analysis Insights for Offshore CCS Hubs: A Case Study of the Santos Basin, Brazil
Greenhouse Gases: Science and Technology, EarlyView.ABSTRACT The reuse of decommissioned offshore platforms for geological carbon storage offers a cost‐effective and technically feasible strategy to reduce greenhouse gas emissions in emerging economies. This study presents a comprehensive techno‐economic assessment of offshore carbon capture and storage (CCS) hubs in Brazil, with a focus on the Merluza ...
Norah A. Ordoñez +4 more
wiley +1 more source
Factors Affecting the Appropriate Angiography Prescription in Iranian Hospitals
Health Care Science, EarlyView.Graphical Abstract Factors influencing appropriate angiography prescriptions. ABSTRACT Background Inappropriate angiography prescriptions impose substantial financial and clinical burdens on healthcare systems. This study aimed to develop a comprehensive model for appropriate angiography prescription by examining supply‐and demand‐side factors in ...
Atieh Sadat Bigdeli +3 more
wiley +1 more source
Asymmetric Information With Multiple Risks: The Case of the Chilean Private Health Insurance Market
Health Economics, EarlyView.ABSTRACT We extend the Rothshild and Stiglitz (1976) model to two sources of risk –inpatient and outpatient risk– to better proxy real‐world health insurance markets. We uncover an interesting theoretical possibility: Take individuals A and B, who are low risks in, say, the inpatient dimension but A is riskier in the outpatient dimension.
Dolores de la Mata +3 more
wiley +1 more source