Results 21 to 30 of about 1,995,627 (301)

Market price of risk [PDF]

open access: yesBankarstvo, 2017
Most people find stochastic calculus intimidating and skip through complex equations. While there is no way of simplifying them, this work is an attempt to relate some of the widely used concepts in pricing financial derivatives to the practical market ...
Kožul Nataša
doaj   +1 more source

Measurement of Price Risk in Revenue Insurance: Implications of Distributional Assumptions

open access: yesJournal of Agricultural and Resource Economics, 2000
A variety of crop revenue insurance programs have recently been introduced. A critical component of revenue insurance contracts is quantifying the risk associated with stochastic prices.
Barry K. Goodwin   +2 more
doaj   +1 more source

Price Risk Control of Natural Resource Commodities through Behavioral Finance Analysis: An Information Transfer Perspective

open access: yesDiscrete Dynamics in Nature and Society, 2022
To fully understand the market price volatility mechanism of natural resource commodities (NRCs), and control the price risks of NRCs, it is important to deeply analyze how NRC price is affected by uncertain risk factors, such as supply risk, demand risk,
Zehui Liu
doaj   +1 more source

Can digital transformation reduce corporate stock price crashes?

open access: yesPLoS ONE, 2023
PurposeThe purpose of this paper is to study the impact of enterprises' digital transformation on the risk of stock price crashes, but also to study the mediating role of enterprises' financialization and accounting conservatism in the enterprises ...
Xing Zhao, Xiangqian Li, Changman Ren
doaj   +1 more source

A shapley value approach to pricing climate risks [PDF]

open access: yes, 2011
This paper prices the risk of climate change by calculating a lower bound for the price of a virtual insurance policy against climate risks associated with the business as usual (BAU) emissions path. In analogy with ordinary insurance pricing, this price
Cooke, Roger M
core   +2 more sources

Selected methods of securing the refining sector against crude oil price fluctuations

open access: yesInternational Journal of Management and Economics, 2018
The contemporary refining sector has to contend with many types of risks, among which price risk is considered to be the foremost. Moreover, refineries define it as a commodity risk and identify it with both opportunities and threats carried by changes ...
Łamasz Bartosz   +2 more
doaj   +1 more source

Estimating the Value of Price Risk Reduction in Energy Efficiency Investments in Buildings

open access: yesEnergies, 2017
This paper presents a method for calculating the value of price risk reduction to a consumer that can be achieved with investments in energy efficiency.
Pekka Tuominen, Tuomas Seppänen
doaj   +1 more source

Pricing climate risk mitigation [PDF]

open access: yesNature Climate Change, 2015
Adaptation and geoengineering responses to climate change should be taken into account when estimating the social cost of carbon.
openaire   +2 more sources

Price Risk For Coal Liquefaction in Moderate Scale Development

open access: yesJournal of Earth Energy Engineering, 2019
According to Talla et al,2017 the Linde Hampson Method can be used to process solid changes into liquid. In this study aims to calculate the Linde Hampson method in the temperature range of the Fischer Tropsch method (LTFT /Low temperature fischer ...
Fidya Varayesi, Fans Namara Nazar
doaj   +1 more source

Media Sentiment, Government Supervision Strategy, and Stock Price Fluctuation Risk

open access: yesDiscrete Dynamics in Nature and Society, 2021
From the cross perspective of communication science and administration management, based on complex network theory, this paper constructs a model of stock price fluctuation risk contagion, which comprehensively considers media sentiment and government ...
Zhu Jufang
doaj   +1 more source

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