Results 161 to 170 of about 2,348 (264)

Risk formulation mechanism among top global energy companies under large shocks. [PDF]

PLoS One
Qi X, Zhao T.
europepmc   +1 more source

Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions

Canadian Journal of Statistics, EarlyView.
Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni, Luca Merlo, Lea Petrella   +2 more
wiley   +1 more source

FusionLSTM-CNF: a confidence-calibrated multi-modal late fusion framework for robust stock movement prediction under uncertainty. [PDF]

Sci Rep
Wang TW, Shaikh ZA, Yong SL, Elmannai H, Por LY.   +4 more
europepmc   +1 more source

Does ESG Performance Reduce Default Risk in Insurance Firms? Evidence From Life and Non‐Life Sectors

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study examines whether environmental, social, and governance performance is associated with lower default risk in European insurance firms, and whether the strength of this association differs between life and non‐life business models.
S. Miani, M. Mantovani, E. Palmieri
wiley   +1 more source

Modeling and forecasting Saudi banking stability using ARIMA and exponential smoothing technique. [PDF]

Front Artif Intell
Alnajjar A, Assous HF, Al-Najjar H.
europepmc   +1 more source

Do Investors React Differently to GHG Emission in Stock Pricing Across Firms? Evidence From Commonwealth African Countries Using a Novel Wavelet‐Enhanced QQR Approach

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study examines the intricate and asymmetric relationship between corporate greenhouse gas emission disclosure and stock returns and crash risks, focusing on listed firms in six Commonwealth African countries characterized by regulatory fragility, limited investor protection, and growing climate vulnerability.
Idorenyin J. Okon, Adeolu O. Adewuyi, Simplice A. Asongu   +2 more
wiley   +1 more source

Beyond diet and health: scoping umbrella review of the wider impact and influence of ultra-processed foods. [PDF]

BMC Public Health
Ullian K, Espinosa SN, Huse O, Cummins S, Medina-Lara A, Cornelsen L.   +5 more
europepmc   +1 more source

Assessing Climate Change Disclosure and Its Governance Drivers: Insights From the European Utilities Sector

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study aims to enhance academic understanding of the factors influencing the disclosure practices of climate change among European utility companies, specifically in the context of their sustainability reporting. The primary objective is to explore, through a multi‐theoretical framework, the governance drivers that significantly affect the
Cristina Boţa‐Avram, Adriana Tiron Tudor, Liana Stanca   +2 more
wiley   +1 more source

Deep limit order book forecasting: a microstructural guide. [PDF]

Quant Finance
Briola A, Bartolucci S, Aste T.
europepmc   +1 more source

Tracking Climate and Environmental Attention: A News‐Based Composite Index

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This study introduces the Climate and Environmental Attention Index, a composite indicator that tracks media attention to climate and environmental issues. Based on the Semantic Brand Score, the proposed index extracts significant signals from unstructured text, going beyond traditional measures of word frequency and sentiment.
Gianna Figà‐Talamanca, Andrea Fronzetti Colladon, Barbara Guardabascio, Ludovica Segneri   +3 more
wiley   +1 more source