Results 21 to 30 of about 52,168 (223)

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

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

Financial instability from local market measures

, 2012
We study the emergence of instabilities in a stylized model of a financial market, when different market actors calculate prices according to different (local) market measures.
Albanese C, Bouchaud J-P, Brock W A, Challet D, de Finetti B, Gardiner E, Giacomo Livan, Hull J, Marco Bardoscia, Marsili M, Matteo Marsili, Pliska S R, Rajan G R   +12 more
core   +1 more source

Triangular arbitrage as an interaction among foreign exchange rates [PDF]

, 2002
We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen-dollar rate, the dollar-euro rate and the yen-euro rate.
Bollerslev, Engle, Hideki Takayasu, Kouhei Marumo, Mandelbrot, Mantegna, Moosa, Naomichi Hatano, Takayasu, Tokiko Shimizu, Yukihiro Aiba   +10 more
core   +1 more source

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

Innovating for Net‐Zero: Collaborative and Digital Decarbonisation Strategies in Sunset Industries' Global Value Chains

Business Strategy and the Environment, EarlyView.
ABSTRACT Global net‐zero ambitions require transformative strategies to decarbonise carbon‐intensive global value chains (GVCs). This study examines how multinational enterprises (MNEs) in sunset industries integrate carbon capture technologies (CCT) with operational and supply chain dynamics (OSCD) to advance decarbonisation.
Muhammad Mustafa Kamal, Narain Gupta, Ashem Emmanuel Egila, Jianwen Zheng, Attique ur Rehman, Justin Zuopeng Zhang, Remsei Sándor   +6 more
wiley   +1 more source

Smile from the Past: A general option pricing framework with multiple volatility and leverage components [PDF]

, 2013
In the current literature, the analytical tractability of discrete time option pricing models is guarantee only for rather specific type of models and pricing kernels. We propose a very general and fully analytical option pricing framework encompassing a
Adam A. Majewski, Adrian, Andersen, Andersen, Andersen, Barndorff-Nielsen, Barndorff-Nielsen, Barndorff-Nielsen, Barndorff-Nielsen, Barndorff-Nielsen, Barone-Adesi, Bates, Bates, Bates, Bates, Bollerslev, Bollerslev, Broadie, Calvet, Christoffersen, Christoffersen, Christoffersen, Comte, Corsi, Corsi, Corsi, Corsi, Duan, Engle, Engle, Eraker, Eraker, Fang, Fouque, Fulvio Corsi, Gagliardini, Giacomo Bormetti, Glosten, Gourieroux, Gourieroux, Heston, Heston, Huang, Li, Merton, Merton, Muller, Nelson, Pan, Renault, Scharth, Zhang   +51 more
core   +3 more sources

Statistical arbitrage powered by Explainable Artificial Intelligence

Expert Systems with Applications, 2022
Machine learning techniques have recently become the norm for detecting patterns in financial markets. However, relying solely on machine learning algorithms for decision-making can have negative consequences, especially in a critical domain such as the financial one.
Carta S., Consoli S., Podda A. S., Reforgiato Recupero D., Stanciu M. M.   +4 more
openaire   +2 more sources

Free Trade Zones and Corporate ESG: Evidence From a Quasi‐Natural Experiment in China

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines how China's Pilot Free Trade Zones (FTZs) influence corporate ESG performance. Using a staggered difference‐in‐differences model on Chinese listed firms from 2009 to 2024, we combine coarsened exact matching (CEM) and geography‐based instrumental variables to ensure robust identification.
Wen Li, Yinghan Zhao, Brian Lucey
wiley   +1 more source

Modeling Bond yields in finance and macroeconomics [PDF]

, 2005
From a macroeconomic perspective, the short-term interest rate is a policy instrument under the direct control of the central bank. From a finance perspective, long rates are risk-adjusted averages of expected future short rates.
Diebold, Francis X., Piazzesi, Monika, Rudebusch, Glenn D.   +2 more
core   +1 more source