Results 151 to 160 of about 278,525 (306)
Interplay Between Green Investment and Market Price Premia in Global Shipping
International Journal of Finance &Economics, EarlyView.ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
Making dynamic modelling effective in economics [PDF]
Mathematics has been extremely effective in physics, but not in economics beyond finance. To establish economics as science we should follow the Galilean method and try to deduce mathematical models of markets from empirical data, as has been done for ...
McCauley, Joseph L.
core +1 more source
Motive and Opportunity: Order Choice in a Limit Order Book With Dispersed Information
International Journal of Finance &Economics, EarlyView.ABSTRACT We test predictions of market microstructure theory relating to the determinants of order choice in a limit order book where information is dispersed among traders. Using an experimental limit order book, with a large state space, we find that informed traders exhibit patience, compatible with the ‘waiting game’ behaviour described in Foster ...
James Steeley +2 more
wiley +1 more source
Does Digital Banking Promote Remittance Receipts? Evidence From Developing Countries
International Journal of Finance &Economics, EarlyView.ABSTRACT In the realm of technological advancement, like many sectors, the financial sector swiftly embraced digital transformation to help facilitate financial transactions, especially remittance receipts. The digitalisation of the banking sector has made transfers and access to funds quite easier, faster, and more economical by reducing transaction ...
Syed Ali Abbas +2 more
wiley +1 more source
Modelling the Dynamics of Weed Management Technologies [PDF]
An appropriate economic framework for valuing the benefits of weed management technologies is to treat weeds as a renewable resource stock problem. Consequently, the weed seed bank is defined as a renewable resource that changes through time due to ...
Cacho, Oscar J. +2 more
core +1 more source
Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China
International Studies of Economics, EarlyView.ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley +1 more source
Risk return of forward contracting corn with crop insurance
Journal of the Agricultural and Applied Economics Association, EarlyView.Abstract Forward contracting is a common pre‐harvest marketing strategy for row crops, with evidence suggesting higher prices during summer months due to embedded weather risk premiums. While aggressive forward contracting increases farmers' yield risk and potential non‐delivery penalties, crop revenue protection can help offset these financial burdens.
Chandan Bhattarai +4 more
wiley +1 more source
The Independence Axiom and Asset Returns [PDF]
This paper integrates models of atemporal risk preference that relax the independence axiom into a recursive intertemporal asset-pricing framework. The resulting models are amenable to empirical analysis using market data and standard Euler equation ...
Larry G. Epstein, Stanley E. Zin
core
Forecasting Related Time Series
Journal of Applied Econometrics, EarlyView.ABSTRACT A collection of time series are “related” if they follow similar stochastic processes and/or they are statistically dependent. This paper proposes a related time series (RTS) forecasting model that exploits these relationships. The model's foundation is a set of univariate Gaussian autoregressions, one for each series, which are then augmented
Ulrich K. Müller, Mark W. Watson
wiley +1 more source
Detecting Technological Heterogeneity in New York Dairy Farms [PDF]
Agricultural studies have often differentiated and estimated different technologies within a sample of farms. The common approach is to use observable farm characteristics to split the sample into several groups and subsequently estimate different ...
Alvarez, Antonio +2 more
core +1 more source