Results 151 to 160 of about 50,283 (214)

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi   +2 more
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

open access: yesJournal 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

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

open access: yesGeological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu   +3 more
wiley   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

open access: yesGeological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Advancing Environmental Sustainability Through Wind Energy, Green Technology, and Fintech: A Quantile Perspective From Germany's Low‐Carbon Transition

open access: yesGeological Journal, EarlyView.
The current study examines the role of Fintech, wind energy, and green technology in determining environmental suitability in Germany from 2000 to 2024. The study employs time series econometric methods to estimate the QQR and QR techniques. The positive effects of wind production, FinTech, Natural Resources and green technology on environmental ...
Hind Alofaysan, Kamel Si Mohammed
wiley   +1 more source

The Energy Dilemma: Does Energy Security Risk and Renewable Energy Affect Fossil Material Footprint? Policy Framework for Securing SDGs

open access: yesGeological Journal, EarlyView.
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya   +4 more
wiley   +1 more source

A double-edged sword: materiality classifications of sustainability topics. [PDF]

open access: yesRev Acc Stud
Göttsche M   +4 more
europepmc   +1 more source

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