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Journal of Financial Econometrics, 2009 We present a novel approach to depicting asset pricing dynamics by characterizing shock exposures and prices for alternative investment horizons. We quantify the shock exposures in terms of elasticities that measure the impact of a current shock on future cash-flow growth.
Lars Peter Hansen +3 more
core +6 more sources
Price Risk and Risk Management in Agriculture
Contemporary Economics, 2013 This note studies the risk-management decisions of aย risk-averse farmer. The farmer faces multiple sources of price uncertainty. He sells commodities to two markets at two prices, but only one of these markets has aย futures market.
Udo Broll, Peter Welzel, Kit Pong Wong
doaj +6 more sources
Pricing carbon risk: Investor preferences or risk mitigation?
Economics Letters, 2021 Do banks charge an environmental premium when lending to publicly listed firms? Using a unique and comprehensive database on carbon emissions, we find that higher carbon emissions are associated with higher loan spreads. This effect exists for loans arranged by all lenders suggesting that spread premia are driven by environmental risks rather than ...
Kleimeier, S., Viehs, M.
openaire +2 more sources
Using Econometric Models to Manage the Price Risk of Cocoa Beans: A Case from India
Risks, 2022 This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is collected for the
Kepulaje Abhaya Kumar +5 more
doaj +1 more source
Perilaku petani padi terhadap risiko usahatani pada suku yang berbeda di Jawa Timur
AGROMIX, 2023 ๐๐ฉ๐ฆ ๐ข๐จ๐ณ๐ช๐ค๐ถ๐ญ๐ต๐ถ๐ณ๐ข๐ญ ๐ด๐ฆ๐ค๐ต๐ฐ๐ณ ๐ช๐ด ๐ข ๐ด๐ฆ๐ค๐ต๐ฐ๐ณ ๐ต๐ฉ๐ข๐ต ๐ฅ๐ฆ๐ฑ๐ฆ๐ฏ๐ฅ๐ด ๐ฐ๐ฏ ๐ฏ๐ข๐ต๐ถ๐ณ๐ข๐ญ ๐ค๐ฐ๐ฏ๐ฅ๐ช๐ต๐ช๐ฐ๐ฏ๐ด ๐ด๐ฐ ๐ต๐ฉ๐ข๐ต ๐ถ๐ฏ๐ค๐ฆ๐ณ๐ต๐ข๐ช๐ฏ๐ต๐บ ๐ข๐ฏ๐ฅ ๐ณ๐ช๐ด๐ฌ ๐ช๐ฏ ๐ง๐ข๐ณ๐ฎ๐ช๐ฏ๐จ ๐ข๐ญ๐ธ๐ข๐บ๐ด ๐ฐ๐ค๐ค๐ถ๐ณ๐ด. ๐๐ฉ๐ฆ ๐ด๐ฐ๐ถ๐ณ๐ค๐ฆ ๐ฐ๐ง ๐ณ๐ช๐ด๐ฌ ๐ช๐ด ๐ฑ๐ณ๐ฆ๐ฅ๐ช๐ค๐ต๐ฆ๐ฅ ๐ต๐ฐ ๐ค๐ฐ๐ฏ๐ต๐ช๐ฏ๐ถ๐ฆ ๐ต๐ฐ ๐จ๐ณ๐ฐ๐ธ ๐ธ๐ฉ๐ช๐ค๐ฉ ๐จ๐ณ๐ฆ๐ข๐ต๐ญ๐บ ๐ข๐ง๐ง๐ฆ๐ค๐ต๐ด ๐ต๐ฉ๐ฆ ๐ต๐ฐ๐ต๐ข๐ญ ๐ข๐จ๐ณ๐ช๐ค๐ถ๐ญ๐ต๐ถ๐ณ๐ข๐ญ ๐บ๐ช๐ฆ๐ญ๐ฅ.
Kholid Murtadlo
doaj +1 more source
Determination of risk pricing measures from market prices of risk [PDF]
Insurance: Mathematics and Economics, 2008 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Henryk Gzyl, Silvia Mayoral
openaire +2 more sources
Research on the Relationship between Abnormal Audit Fees of Listed Companies and the Risk of Stock Price Crash [PDF]
E3S Web of Conferences, 2021 The large-scale stock price fluctuations that occur from time to time in the global stock market highlight the important research significance of stock price crash risk.
Zhao Wanchen
doaj +1 more source
Risk-Neutral Pricing for Arbitrage Pricing Theory [PDF]
Journal of Optimization Theory and Applications, 2020 AbstractWe consider infinite-dimensional optimization problems motivated by the financial model called Arbitrage Pricing Theory. Using probabilistic and functional analytic tools, we provide a dual characterization of the superreplication cost. Then, we show the existence of optimal strategies for investors maximizing their expected utility and the ...
Carassus, Laurence, Rรกsonyi, Miklรณs
openaire +3 more sources
Cogent Food & Agriculture, 2021 One of the main risks that tend to affect the profitability and well-being of smallholder rice farmers in Tanzania is volatile rice prices. Improving the capacity of farmers to manage price risks is essential to increase rural incomes.
Yohana James Mgale, Yan Yunxian
doaj +1 more source
Impact of risk management on sustainable farming business
Revista de Studii Financiare, 2022 The purpose of this study is to evaluate the instruments utilized in agricultural risk management. The studyโs goals are to highlight the hazards that Romanian farmers confront and to uncover strategies to mitigate these risks. In this regard, we present
Andrei - Cristian Matei, Mihaela Onofrei
doaj +1 more source