Results 91 to 100 of about 441,620 (312)
Decreasing Relative Risk Premium [PDF]
The B.E. Journal of Theoretical Economics, 2007 We consider the risk premium demanded by a decision maker in order to be indifferent between obtaining a new level of wealth with certainty, or to participate in a lottery which either results in unchanged wealth or an even higher level than what can be obtained with certainty. We study preferences such that the corresponding relative risk premium is a
openaire +2 more sources
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.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
Why do variance swaps exist? [PDF]
This paper studies the determinants of the variance risk premium and concludes on the hedging possibilities offered by variance swaps. We start by showing that the variance risk premium responds to changes in higher order moments of the distribution of ...
Alfonso Novales Cinca +2 more
core
Agribusiness, EarlyView.ABSTRACT Vending is an important sector in the daily lives of many people, and coffee is the most frequently consumed product in the European market. Like many other sectors, vending is responding to the challenge of sustainable development by taking various actions, such as offering increasingly ecologically sound coffee while maintaining/improving ...
Alberto Bertossi +2 more
wiley +1 more source
BBR: Brazilian Business Review, 2015 Asset pricing is a widely explored theme in the financial literature. Nevertheless, the phenomenon of value premium is still controversial, since although easily detected in developed and emerging markets, little is know about the economic forces that ...
Lilian de Castro Medeiros +1 more
doaj
MANAGEMENT OF INTANGIBLE ASSETSS OF THE ENTERPRISE INNOVATIVE PERFORMANCE WITH REFERENCE TO RISKS
Наука Красноярья, 2019 The article is devoted to the analysis of existing assessment tools of intangible results of innovative performance that are used to manage the innovative development of the enterprise.
Irina Vladimirovna Elokhova +1 more
doaj +1 more source
The Bitter Taste of Brazil's Temporary Import Ban on Robusta Coffee
Agribusiness, EarlyView.ABSTRACT Brazil, a leading Robusta coffee producer and exporter, faced a significant drought in 2016–2017, which drastically reduced production and depleted stocks. Consequently, Brazil temporarily permitted the import of one million 60‐kg bags of Robusta coffee in the spring 2017. An import ban was imposed shortly afterward due to lobbying by domestic
Hanifi Otgun +2 more
wiley +1 more source
Risk Premiums and the Storage of Agricultural Commodities [PDF]
The existence of a commodity market risk premium has attracted the interest of researchers for several decades. Most attempts to measure risk premiums have been focused on futures markets.
Fortenbery, T. Randall, Lin, Hua
core
Out-of-Sample Predictability of the Equity Risk Premium
MathematicsA large set of macroeconomic variables have been suggested as equity risk premium predictors in the literature. Acknowledging the different predictability of the equity premium in expansions and recessions, this paper proposes an approach that combines ...
Daniel de Almeida +2 more
doaj +1 more source
Dynamics of the public-debt-to-gdp ratio: can it explain the risk premium of treasury bonds? [PDF]
Empirica (Dordr), 2022 Lagoa SC, Leão ER, Bhimjee DP.
europepmc +1 more source