Results 1 to 10 of about 2,001,473 (304)
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 ...
Jaroslav Borovička +3 more
core +4 more sources
Regulating Asset Price Risk [PDF]
SSRN Electronic Journal, 2011 There has been a long debate about whether speculators are stabilizing or not. We consider a model where speculators have a stabilizing role in normal times, but may also provoke large risk panics.
Cédric Tille +2 more
core +6 more sources
Price Risk and Risk Management in Agriculture
Contemporary Economics, 2013 This note studies the risk-management decisions of a 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 a 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 𝘛𝘩𝘦 𝘢𝘨𝘳𝘪𝘤𝘶𝘭𝘵𝘶𝘳𝘢𝘭 𝘴𝘦𝘤𝘵𝘰𝘳 𝘪𝘴 𝘢 𝘴𝘦𝘤𝘵𝘰𝘳 𝘵𝘩𝘢𝘵 𝘥𝘦𝘱𝘦𝘯𝘥𝘴 𝘰𝘯 𝘯𝘢𝘵𝘶𝘳𝘢𝘭 𝘤𝘰𝘯𝘥𝘪𝘵𝘪𝘰𝘯𝘴 𝘴𝘰 𝘵𝘩𝘢𝘵 𝘶𝘯𝘤𝘦𝘳𝘵𝘢𝘪𝘯𝘵𝘺 𝘢𝘯𝘥 𝘳𝘪𝘴𝘬 𝘪𝘯 𝘧𝘢𝘳𝘮𝘪𝘯𝘨 𝘢𝘭𝘸𝘢𝘺𝘴 𝘰𝘤𝘤𝘶𝘳𝘴. 𝘛𝘩𝘦 𝘴𝘰𝘶𝘳𝘤𝘦 𝘰𝘧 𝘳𝘪𝘴𝘬 𝘪𝘴 𝘱𝘳𝘦𝘥𝘪𝘤𝘵𝘦𝘥 𝘵𝘰 𝘤𝘰𝘯𝘵𝘪𝘯𝘶𝘦 𝘵𝘰 𝘨𝘳𝘰𝘸 𝘸𝘩𝘪𝘤𝘩 𝘨𝘳𝘦𝘢𝘵𝘭𝘺 𝘢𝘧𝘧𝘦𝘤𝘵𝘴 𝘵𝘩𝘦 𝘵𝘰𝘵𝘢𝘭 𝘢𝘨𝘳𝘪𝘤𝘶𝘭𝘵𝘶𝘳𝘢𝘭 𝘺𝘪𝘦𝘭𝘥.
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, Rásonyi, Miklós
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