Results 141 to 150 of about 5,037 (306)
On the Comovement of Contango and Backwardation Across Futures Commodity Markets
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
The impact of green technology innovation on carbon emission reduction capacity in China: Based on spatial econometrics and threshold effect analysis. [PDF]
Wei W, Ma Y.
europepmc +1 more source
Quadratic Hedging of American Options Under GARCH Models
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
Chinese organic rice transition spatial econometrics empirical analysis. [PDF]
Luo Z, Huang Y.
europepmc +1 more source
The Impact of Democratization and Globalization on Environmental Sustainability in Brazil
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
Impact and Mechanism of Digital Inclusive Finance on the Urban–Rural Income Gap of China from a Spatial Econometric Perspective [PDF]
Yuan Mo, Jing Mu, Hui Wang
openalex +1 more source
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]
Zsombor Szabó +2 more
openalex +1 more source
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
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

