Results 21 to 30 of about 207,411 (266)
Measurement of Price Risk in Revenue Insurance: Implications of Distributional Assumptions
Journal 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
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Bankarstvo, 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
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Do MD&A Risk Disclosures Reduce Stock Price Crash Risk? Evidence from China
International Journal of Financial Studies, 2023 This study examines whether and how risk disclosures in Management Discussion and Analysis (MD&A) affected the stock price crash risk of China’s publicly listed firms over the period of 2017–2021.
Fei Su, Lili Zhai, Jianmei Liu
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Intrinsic Prices of Risk [PDF]
Journal of Mathematical Finance, 2014 We review the nature of some well-known phenomena such as volatility smiles, convexity adjustments and parallel derivative markets. We propose that the market is incomplete and postulate the existence of intrinsic risks in every contingent claim as a basis for understanding these phenomena.
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Pricing with Coherent Risk [PDF]
Theory of Probability & Its Applications, 2008 4 ...
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Discrete 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
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Selected methods of securing the refining sector against crude oil price fluctuations
International 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
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Estimating the Value of Price Risk Reduction in Energy Efficiency Investments in Buildings
Energies, 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
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Can digital transformation reduce corporate stock price crashes?
PLoS 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
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Price Risk For Coal Liquefaction in Moderate Scale Development
Journal 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
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