Results 81 to 90 of about 278,525 (306)
Stochastic integration for uncoupled continuous-time random walks [PDF]
Continuous-time random walks are pure-jump processes with several applications in physics, but also in insurance, finance and economics. Based on heuristic considerations, a definition is given for the stochastic integral driven by continuous-time random
Germano, Guido +3 more
core +1 more source
Current Trends and Future Research in Management Control for Sustainability in Retail
Business Strategy and the Environment, EarlyView.ABSTRACT The growing emphasis on sustainability in the retail sector, driven by regulatory frameworks, market trends and consumer demand, has placed management control at the forefront of facilitating sustainability practices. Despite increasing academic interest in this area, the literature is fragmented and provides limited sector‐specific insight ...
Miguel Gil, Mart Ots, Timur Uman
wiley +1 more source
"Stochastic Volatility with Leverage: Fast Likelihood Inference" [PDF]
Kim, Shephard, and Chib (1998) provided a Bayesian analysis of stochastic volatility models based on a fast and reliable Markov chain Monte Carlo (MCMC) algorithm. Their method ruled out the leverage effect, which is known to be important in applications.
Jouchi Nakajima +3 more
core
Productivity and Emissions in Italian Agriculture: A Farm‐Level Efficiency Analysis
Business Strategy and the Environment, EarlyView.ABSTRACT Achieving the European Union climate‐neutrality objectives requires metrics that jointly assess farm productivity and greenhouse gas emissions at a granular level. However, harmonized evidence for benchmarking the productivity–emissions nexus of Italian farms remains limited.
Giulio Fusco +3 more
wiley +1 more source
BarekengPremium reserves play a vital role in ensuring that insurance firms can meet their future obligations to policyholders. Traditional fixed-rate approaches often fail to reflect market volatility, leading to potential misestimations.
Krishna Prafidya Romantica +3 more
doaj +1 more source
Switching to Perennial Energy Crops under Uncertainty and Costly Reversibility [PDF]
We study a farmer’s decision to convert traditional crop land into growing dedicated energy crops, taking in account sunk conversion costs, uncertainties in traditional and energy crop returns, and learning.
Song, Feng +2 more
core +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Despite growing attention to the circular bioeconomy (CBE), the steel industry currently lacks a standardised, sectoral measurement framework to facilitate a low‐carbon transition. In this study, a decision‐support framework for evaluating CBE performance in the steel industry is proposed.
Ali Zamani Babgohari +2 more
wiley +1 more source
A Discrete Model of Replenishable Resource Management Under Uncertainty [PDF]
This paper examines issues in the management of replenishable resources under uncertainty. The stochastic resource dynamics are given by the discrete-time counterpart of the classic logistic growth model.
Smith, J. Barry
core +1 more source
Stochastic Models in Techno-Economic Analysis of Broadband Access Networks
Journal of Telecommunications and Information Technology, 2010 Development of networks, specially access networks, is very important and urgent task nowadays. However, it turns out that this segment of telecommunication networks is the most expensive and complicated part of this undertaking. Therefore, the thorough analyses are carried out to determine the best solution under specific circumstances before any ...
openaire +2 more sources
Climate Change Risk and Financial Stability: Implications for European Banking Institutions
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether climate change risk weakens banking‐system stability in the European Union and assesses how renewable energy adoption and energy‐related taxation moderate this relationship. Using panel data for 27 EU countries from 2012 to 2022 and applying fixed‐effects OLS, two‐stage least squares (2SLS), and robust generalized ...
Md Yousuf Ali
wiley +1 more source