Intelligent system for portfolio optimization for novel volatility forecasting using machine learning. [PDF]
Sci RepBiswas T, Dey A, Mandal G, Ghosh N.
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Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis +4 more
wiley +1 more source
Informational Content of the VIX Index: Dynamic Entropy Approach. [PDF]
Entropy (Basel)Olbryś J, Toczydłowski D.
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Making Value‐Chain Risks Visible: Extending ENCORE for Systemic Insights
Business Strategy and the Environment, EarlyView.ABSTRACT Businesses in all sectors, including downstream segments, depend on biodiversity and the ecosystem services it sustains, yet firms also exert pressures that accelerate biodiversity loss. The latter generates material risks for both companies and their financial stakeholders.
Hjalmar Funke +3 more
wiley +1 more source
Signed Connectedness Among Cryptocurrencies, NFTs, and Foreign Exchange Markets. [PDF]
Entropy (Basel)Yang S, Zhang X, Xu W.
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Diversity, Inclusion, and Firm Performance: The Corporate Innovation Channel
Business Strategy and the Environment, EarlyView.ABSTRACT This paper examines whether corporate innovation—measured both as general innovative output and as environmental innovation—mediates the relationship between diversity and inclusion (D&I) and corporate financial performance (CFP). Prior research has documented positive, negative, and null associations between D&I and financial outcomes, but ...
Eleonora Monaco +3 more
wiley +1 more source
To the moon: Retail investor attention and sentiment across asset types in online media. [PDF]
PLoS OneSmith ML, Widmar NJO, Kilders V.
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A multi-agent equilibrium model in an incomplete market with discrete dividends: Applications to long-term discount curves. [PDF]
PLoS OneSaito T, Takahashi A.
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Modeling Saudi stock index returns and volatility: a dual approach using GARCH and neural networks. [PDF]
Front Artif IntellAl-Besher S, Al-Najjar D.
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Suicide Risk and Resilience in Stock Market Investors and Traders: Clinical and Medico-Legal Considerations. [PDF]
Behav Sci (Basel)Sher L.
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