Results 41 to 50 of about 7,235,439 (370)

Heterogeneity in Food Price Inflation Convergence Across the EU: Evidence From Club Dynamics and Structural Breaks

Agribusiness, EarlyView.
ABSTRACT This study examines food price inflation rate convergence among EU27 Member States from 2005 to 2024, focusing on structural breaks, external shocks, and regional disparities. Using panel unit root tests and club convergence analysis, the findings reveal no overall convergence but identify multiple convergence clubs.
Tibor Bareith, Imre Fertő
wiley   +1 more source

A fractal market perspective on improving futures pricing and optimizing cash-and-carry arbitrage strategies

Quantitative Finance and Economics
Traditional futures pricing models, based on the efficient market hypothesis, often fail in today's complex financial markets, leading to significant pricing errors and unreliable arbitrage strategies. This study posits that the fractal market hypothesis
Xu Wu, Yi Xiong
doaj   +1 more source

Ensembling and Dynamic Asset Selection for Risk-Controlled Statistical Arbitrage

IEEE Access, 2021
In recent years, machine learning algorithms have been successfully employed to leverage the potential of identifying hidden patterns of financial market behavior and, consequently, have become a land of opportunities for financial applications such as ...
Salvatore M. Carta, Sergio Consoli, Alessandro Sebastian Podda, Diego Reforgiato Recupero, Maria Madalina Stanciu   +4 more
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

Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?

Agribusiness, EarlyView.
ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik, Franziska Mittag, Laura Hellstern, Sebastian Hess   +3 more
wiley   +1 more source

Leveraging Artificial Intelligence for ESG Reporting: A Case Study in the European Fashion Industry

Business Strategy and the Environment, EarlyView.
ABSTRACT The fashion industry in Europe has increasingly recognized the importance of Environmental, Social, and Governance (ESG) reporting as a key driver for sustainable development and transparency. As consumer awareness grows and regulatory frameworks evolve, companies are pressured to disclose their sustainability practices, ethical labor ...
Serena Strazzullo, Lucia Acampora, Livio Cricelli, Sara Ianniello, Maria Elena Nenni, Narinder Singh   +5 more
wiley   +1 more source

Environmental Regulation at the Crossroads: A Review of Catalysts and Barriers in Circular Economy Transitions

Business Strategy and the Environment, EarlyView.
ABSTRACT Amid growing resource pressures, environmental regulation plays a critical role in enabling the transition to a circular economy (CE). This study conducts a systematic literature review to synthesize how different regulatory approaches—command‐and‐control, market‐based, voluntary, and reflexive—affect CE transitions across economic and ...
Li Yuan
wiley   +1 more source

Caffeine Content Assessment in Beverages and Food Supplements: Regulatory Challenges and Health Implications

ChemFoodChem, EarlyView.
ABSTRACT This study presents an analysis of caffeine content in food supplements and evaluates current regulatory frameworks against established safety guidelines. High‐caffeine products, particularly sports, and food supplements, were assessed for compliance with the safety opinion of the European Food Safety Authority (EFSA). The investigation during
Leonie Rinke, Ann‐Kathrin Kull, Verena Bock, Dirk W. Lachenmeier   +3 more
wiley   +1 more source

Overlapping sets of priors and the existence of efficient allocations and equilibria for risk measures [PDF]

The overlapping expectations and the collective absence of arbitrage conditions introduced in the economic literature to insure existence of Pareto optima and equilibria with short-selling when investors have a single belief about future returns, is ...
Cuong Le Van, Rose-Anne Dana
core   +3 more sources

Patterns and Drivers of Spanish Corporate Commitment to the UN Global Compact: A Quantitative Approach

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This paper presents a quantitative assessment of Spanish companies' commitment to the United Nations Global Compact (UNGC) and the Sustainable Development Goals (SDGs). Analyzing over 1000 participating firms, we identify prioritization patterns and examine structural factors influencing SDG adherence.
Juan Laborda, Juan Pérez
wiley   +1 more source