Results 51 to 60 of about 7,199,199 (374)
The Variance Risk Premium: Components, Term Structures, and Stock Return Predictability
, 2016 This article examines the properties of the variance risk premium (VRP). We propose a flexible asset pricing model that captures co-jumps in prices and volatility, and self-exciting jump clustering.
Junye Li, Gabriele Zinna
semanticscholar +1 more source
Advanced Science, EarlyView.This study demonstrates a self‐aligned passivation approach for grain boundaries on ZrO2 surfaces using area‐selective atomic layer deposition (AS‐ALD). Selective deposition of Al2O3 onto ZrO2 grain boundaries effectively enhances dielectric performance while tackling leakage pathways.
Min‐Jeong Rhee +5 more
wiley +1 more source
Uncertainty in Pricing and Risk Measurement of Survivor Contracts
RisksAs life expectancy increases, pension plans face growing longevity risk. Standardized longevity-linked securities such as survivor contracts allow pension plans to transfer this risk to capital markets.
Kenrick Raymond So +4 more
doaj +1 more source
Show Me the Money: The Monetary Policy Risk Premium
Journal of Financial Economics, 2016 We study how monetary policy affects the cross-section of expected stock returns. For this purpose, we create a parsimonious monetary policy exposure (MPE) index based on observable firm characteristics that are theoretically linked to how firms react to
Ali K. Ozdagli, Mihail Velikov
semanticscholar +1 more source
Blockchain‐Empowered H‐CPS Architecture for Smart Agriculture
Advanced Science, EarlyView.This article reviews the current system architectures for smart agriculture and proposes a blockchain‐empowered hierarchical cyber‐physical system (H‐CPS) framework. It discusses the challenges and outlines future research directions, including the use of semantic blockchain to handle complex data and models.
Xiaoding Wang +8 more
wiley +1 more source
Risk Preferences and the Macroeconomic Announcement Premium
, 2018 This paper develops a revealed preference theory for the equity premium around macroeconomic announcements. Stock returns realized around pre‐scheduled macroeconomic announcements, such as the employment report and the FOMC statements, account for 55% of
Hengjie Ai, Ravi Bansal
semanticscholar +1 more source
Advanced Energy and Sustainability Research, EarlyView.This study aims to provide actionable recommendations for leveraging digital innovation for the achievement of scalable, equitable, and transparent Net Zero Energy Transition by offering actionable recommendations. As a result of this comprehensive analysis, the review highlights the critical interplay between digital technologies and GF as vital ...
Furkan Ahmad +3 more
wiley +1 more source
The Liquidity Premium in China’s Corporate Bond Market: A Stochastic Liquidity Discount Approach
Risks, 2022 China’s bond market has been ranked third globally; however, China’s corporate bonds are significantly less liquid than its stocks. Liquidity risk is an important component in China’s corporate bond spreads.
Xiaoping Min, Min Ji
doaj +1 more source
How much we gain by surplus-dependent premiums -- asymptotic analysis of ruin probability [PDF]
arXiv, 2021 In this paper, we build on the techniques developed in Albrecher et al. (2013), to generate initial-boundary value problems for ruin probabilities of surplus-dependent premium risk processes, under a renewal case scenario, Erlang (2) claim arrivals, and an exponential claims scenario, Erlang (2) claim sizes.
arxiv
Agribusiness, Volume 41, Issue 2, Page 307-341, Spring 2025.Abstract For a significant global segment, the volatility in grain prices presents a substantial menace to food accessibility and security. In the global pandemic and the Russia–Ukraine conflict (RUW), numerous nations were caught off guard, exacerbating this predicament and leading to instances where citizens faced purchasing restrictions on sunflower
Faruk Urak
wiley +1 more source