Results 11 to 20 of about 1,485,456 (149)

Hedging of defaultable claims in a structural model using a locally risk-minimizing approach [PDF]

, 2014
In the context of a locally risk-minimizing approach, the problem of hedging defaultable claims and their Follmer-Schweizer decompositions are discussed in a structural model.
Okhrati, R, Balbas, Alejandro, Garrido, J, Okhrati, Ramin, Balbás, A, Garrido, Jose, Garrido, José; orcid:   +6 more
core   +1 more source

Value of Information of Improved Traceability in Fresh Produce Markets

Agribusiness, EarlyView.
ABSTRACT Traceability plays an important role in promoting a safe food supply by fostering transparent information exchange along the food supply chain. New technological innovations have the potential to improve traceability outcomes, as greater transparency along the food supply chain can aid in pinpointing precise origins of the contamination ...
Kelsey Vourazeris, Mark R. Manfredo, Michael N. Kozicki   +2 more
wiley   +1 more source

How cold is too cold? A theoretical analysis of the optimal trigger for index insurance for frost damage to crops

American Journal of Agricultural Economics, EarlyView.
Abstract Crop insurance is undoubtedly an extremely valuable element in protecting agricultural businesses, but in many cases standard indemnity‐based products have had very low uptake due to high transaction costs elevating premiums to unaffordable levels.
Amogh Prakasha Kumar, Laura Meriluoto, Richard Watt   +2 more
wiley   +1 more source

Integrating Recycling and Emission Reduction: A Business Strategy Analysis With Multi‐Objective Mixed‐Integer Linear Programming Framework for Optimising Sustainable Closed‐Loop Supply Chain Network Design

Business Strategy and the Environment, EarlyView.
ABSTRACT This research develops an integrated mixed‐integer linear programming (MILP) model for closed‐loop supply chain network design that optimises competing economic and environmental objectives including profit maximisation, supplier quality improvement and CO2 emission reduction.
Reza Eslamipoor
wiley   +1 more source

Validation of Parent‐Report Questionnaires for Large‐Scale Online Screening of Avoidant/Restrictive Food Intake Disorder in Children and Adolescents

International Journal of Eating Disorders, EarlyView.
ABSTRACT Objective Studies assessing the validity of screening measures for avoidant/restrictive food intake disorder (ARFID) remain scarce. We evaluated the diagnostic performance and validity of an online, parent‐reported screening approach for ARFID in a population‐based sample of children.
Diana Friskson, Felicia Dahlbäck, Laila L. L. Myrberg, Liv Hog, Nadia Micali, Cynthia M. Bulik, Lisa Dinkler   +6 more
wiley   +1 more source

From patterns to predictions: a framework for the spatial epidemiology of wildlife diseases

Ecography, EarlyView.
Wildlife diseases pose a significant threat to biodiversity conservation, public health, and livestock. Spatial epidemiology provides a robust framework to understand disease dynamics and guide policy and management. However, the rapid proliferation of spatial methods has largely occurred in isolation across disciplines, leaving the field without a ...
Cesar Herraiz, Pelayo Acevedo
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

International Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho, H. Oliveira, M. Neves, J. Monteiro   +3 more
wiley   +1 more source

Pricing and hedging of Asian options: Quasi-explicit solutions via Malliavin calculus [PDF]

, 2011
We use Malliavin calculus and the Clark-Ocone formula to derive the hedging strategy of an arithmetic Asian Call option in general terms. Furthermore we derive an expression for the density of the integral over time of a geometric Brownian motion, which ...
Yang, Z., Olaf Menkens, Menkens, O., Yang, Zhaojun, Menkens, Olaf, Christian-Oliver Ewald, Ewald, C.-O., Zhaojun Yang, Ewald, Christian-Oliver   +8 more
core   +2 more sources

When Politics Meets Money: Geopolitical Risk and Money Demand in the US and Euro Area

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper investigates the impact of geopolitical risk on real money demand in the United States and the Euro Area using Divisia monetary aggregates. To account for the potential instability of money demand and the complex nature of geopolitical shocks, we employ a comprehensive empirical framework combining linear and non‐linear ...
Anirban Sengupta, Fredj Jawadi, Abdoulkarim Idi Cheffou   +2 more
wiley   +1 more source

Tactical and Strategic Risks From Supply Disruptions in Competing Supply Chains

Naval Research Logistics (NRL), EarlyView.
ABSTRACT Supply chain disruptions can lead to both tactical (i.e., loss of short‐term sales during a disruption) and strategic (i.e., loss of long‐term market share) consequences. We model the impact of a supply disruption on competing supply chains in which two firms compete for a limited backup supply.
Akhil Singla, Wallace J. Hopp, Seyed M. R. Iravani, Zigeng Liu   +3 more
wiley   +1 more source