Minimum-variance kernels, economic risk premia, and tests of multi-beta models [PDF]
This paper uses minimum-variance (MV) admissible kernels to estimate risk premia associated with economic risk variables and to test multi-beta models.
Cesare Robotti, Pierluigi Balduzzi
core
Abstract This study examines producer participation choices considering a variety of potential benefits linked to state‐sponsored marketing programs, using a real choice dataset of farmers in Missouri. Multinomial logit models are employed to predict determinants of farmer enrollment in three tiers of the Missouri Grown local food marketing program ...
Lan Tran, Ye Su, Laura McCann
wiley +1 more source
Safe Cooperative Decision-Making for Multi-UAV Pursuit-Evasion Games via Opponent Intent Inference. [PDF]
Li W, Feng Y, Zhang W.
europepmc +1 more source
International diversification with securitized real estate and the veiling glare from currency risk [PDF]
This paper analyzes diversification benefits from international securitized real estate in a mixed-asset context. We apply regression-based mean-variance efficiency tests, conditional on currency-unhedged and fully hedged portfolios to account for ...
Kroencke, Tim Alexander +1 more
core
Abstract This study explores the rent price ratio in agricultural land markets, crucial for evaluating market efficiency, policy needs, and farmer decision‐making. Traditionally, the analyses faced challenges due to the absence of concurrent sale and rent data for the same land, potentially leading to biased results.
Marius Michels +4 more
wiley +1 more source
Trap versus trade-off: cohort evidence on overeducation, income returns, and group disparities after China's higher education expansion. [PDF]
Zhang Y, Liu Y, Yun Q, Wang J.
europepmc +1 more source
ABSTRACT This study aims to explore the influence of Wine Tourism (WT) on the Sustainable Performance (SP) of wineries in Spain. It particularly investigates how Corporate Social Legitimacy (CSL) and Green Innovation (GI) may act as intermediary factors in this relationship.
Javier Martínez‐Falcó +3 more
wiley +1 more source
Revisiting price linkages between London and Shanghai base metal futures markets: A time-frequency connectedness analysis. [PDF]
Pan C, Shen W.
europepmc +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
A fundamental trade-off among resilience, resistance, efficiency, and redundancy in tidal wetlands. [PDF]
Lerner JE +6 more
europepmc +1 more source

