Results 141 to 150 of about 5,037 (306)

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi   +2 more
wiley   +1 more source

Quadratic Hedging of American Options Under GARCH Models

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

open access: yesGeological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu   +3 more
wiley   +1 more source

Analysing the Drivers of Cropland Footprint in Leading Agricultural Nations: Evidence From MMQR Approach

open access: yesGeological Journal, EarlyView.
ABSTRACT Climate change represents the biggest current challenge for us and for future generations. Its impact on agriculture is undeniable, considering the food security goal. Thus, the cropland footprint has been distinguished as a comprehensive index for assessing the impact of environmental changes in agricultural areas determined by the increased ...
Ibrahim Cutcu, Magdalena Radulescu
wiley   +1 more source

Spatial Econometric Analysis of the Hungarian Border Crossings [PDF]

open access: diamond, 2017
Zsombor Szabó   +2 more
openalex   +1 more source

Advancing Environmental Sustainability Through Wind Energy, Green Technology, and Fintech: A Quantile Perspective From Germany's Low‐Carbon Transition

open access: yesGeological Journal, EarlyView.
The current study examines the role of Fintech, wind energy, and green technology in determining environmental suitability in Germany from 2000 to 2024. The study employs time series econometric methods to estimate the QQR and QR techniques. The positive effects of wind production, FinTech, Natural Resources and green technology on environmental ...
Hind Alofaysan, Kamel Si Mohammed
wiley   +1 more source

Health Preferences and Sorting in the City

open access: yesHealth Economics, EarlyView.
ABSTRACT There are large health inequalities between neighborhoods in many cities of the world. This paper studies individuals' sorting based on health amenities and exposes an important connection between health preferences and the housing market. I estimate a neighborhood choice model using geolocated data from a health survey in New York City and ...
Manuela Puente‐Beccar
wiley   +1 more source

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