Results 51 to 60 of about 184,359 (237)
Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence
Energy Science &Engineering, EarlyView.Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek +3 more
wiley +1 more source
The case for property in the long run: a cointegration test [PDF]
, 1998 The benefits of property in the mixed asset portfolio has been the subject of a number of studies both in the UK and around the world. The traditional way of investigating this issue is to use MPT with the results suggesting that Property should play a ...
Lee, Stephen L.
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Energy Science &Engineering, EarlyView.A new energy paradigm assisted by AI. ABSTRACT The tremendous penetration of renewable energy sources and the integration of power electronics components increase the complexity of the operation and power system control. The advancements in Artificial Intelligence and machine learning have demonstrated proficiency in processing tasks requiring ...
Balasundaram Bharaneedharan +4 more
wiley +1 more source
Allocating in the Presence of Dominance: A Mean-Variance Portfolio Choice Economic Experiment
, 2019 I conduct a mean-variance portfolio choice economic experiment to evaluate how individuals’ portfolio choices deviate from what modern portfolio theory considers optimal. The experimental framework is comprised of three treatments.
Gardner, Jack
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A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, EarlyView.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
The Case of Fleeting Orders and Flickering Quotes
Journal of Futures Markets, EarlyView.ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze +2 more
wiley +1 more source
E-methods in literary production: integrating e-learning in creative writing [PDF]
, 2008 This paper discusses the integration of e-learning in creative writing. The online approach to the teaching of creative writing takes into account today’s Malaysian youth and their fascination with computer technology.
Noraini Md Yusof,
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Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
wiley +1 more source
Hedge Funds: Heading for a regulatory hard landing? ECMI Policy Brief No. 5, April 2007 [PDF]
, 2007 This policy brief examines the evolution of the hedge fund industry, the industry’s structure and the prospect of regulatory steps looming on the horizon.
Gottlieb, Charles.
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International Journal of Finance &Economics, EarlyView.ABSTRACT Big data and financial innovations are vital to enhancing the performance of banking institutions. However, limited evidence exists on the effects of big data applications and financial innovation on bank performance. This study addresses this gap by constructing a theoretical framework linking big data applications and financial innovations ...
Mandella Osei‐Assibey Bonsu +1 more
wiley +1 more source