Results 81 to 90 of about 18,961 (107)

Optimal Static Hedging of Non-tradable Risks with Discrete Distributions

2018
We consider the problem of optimal static hedging of a non-tradable risk. Under general model assumptions, we find a representation of an optimal hedging option on a traded security that can be used to mitigate such a risk. Since we use the expectation of the shortfall as the criterion, the resulting hedging methods guard better against large losses ...
openaire   +1 more source

The “Backus-Smith” puzzle, non-tradable output, and international business cycles

Studies in Economics and Finance, 2016
Purpose This paper aims to examine the effects of adding non-tradable sector and trade in intermediate goods sector and their impact on the “Backus-Smith” (BS) puzzle and the features of the non-tradable output. Conventional international real business cycle models show that the real exchange rate and the terms of trade are positively correlated to ...
openaire   +1 more source

Privatization and non-tradable stock reform in China

Global Finance Journal, 2009
Enyang Guo, Arthur J. Keown
openaire   +1 more source

Strategic policies with foreign non-tradable input suppliers [PDF]

We consider strategic government policies on the exports of final goods and on the input production when the inputs are non-tradable and produced by the foreign firms. If the policies consist of only per-unit tax/subsidies either on the final goods or on the inputs, it is optimal for the governments to impose taxes.
openaire  

Tradables and non-tradables inflation in Australia and New Zealand [PDF]

, 2007
This article presents a detailed comparison of price changes for non-tradable and tradable items in the CPI across Australia and New Zealand. The main result is that relative price movements in Australia and New Zealand are highly correlated in the medium term, although not in the very short term.
openaire  

The coupling effect of carbon emission trading and tradable green certificates under electricity marketization in China

Renewable and Sustainable Energy Reviews, 2023
Zhaoyuan Wu
exaly  

Integration of tradable green certificates trading and carbon emissions trading: How will Chinese power industry do?

Journal of Cleaner Production, 2021
Zhuojia Dong, Ching-Ter Chang
exaly  

The contribution of livestock to household livelihoods in Tanzania and Uganda: measuring tradable and non-tradable livestock outputs

Tropical Animal Health and Production, 2021
Ugo Pica-Ciamarra
exaly  

Hedging Non-Tradable Risk With Instantaneous Forward Contracts

SSRN Electronic Journal, 2002
openaire   +1 more source

Coordination of tradable carbon emission permits market and renewable electricity certificates market in China

Energy Economics, 2021
Ge Wang, Qi Zhang, Bin Su
exaly