Results 71 to 80 of about 3,801,843 (259)
Does the weather affect stock market volatility? [PDF]
This paper investigates the empirical association between stock market volatility and investor mood-proxies related to the weather (cloudiness, temperature and precipitation) and the environment (nighttime length).
Markellos, Raphael +2 more
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Agribusiness, EarlyView.ABSTRACT The U.S. Department of Agriculture's (USDA) World Agricultural Supply and Demand Estimates (WASDE) play a central role in how agricultural commodity markets process information about supply, demand, and prices. This study examines how global and domestic shocks, as well as policy interventions, are reflected in the similarity of WASDE ...
Zhining Sun +2 more
wiley +1 more source
Modelling stock market volatility : bridging the gap to continuous time /
, 1996 This essay collection focuses on the relationship between continuous time models and Autoregressive Conditionally Heteroskedastic (ARCH) models and applications.
Rossi, Peter E.(Peter Eric),
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AIChE Journal, EarlyView.Abstract Conventional continuous plants use fixed‐capacity equipment, resulting in high capital risk and suboptimal performance under fluctuating demands. To address these, this study proposes an integrated framework for modular process design and supervisory control capable of adapting to demand uncertainty for long‐term economic viability.
T. Asrav, M. Alvarado‐Morales, G. Sin
wiley +1 more source
An Empirical Analysis of International Stock Market Volatility Transmission [PDF]
This paper examines the interplay between stock market returns and their volatility, focus ingon the Asian and global financial crises of 1997-98 and 2008-09 for Australia, Singapore, the UK, and the US.
Indika Karunanayake +2 more
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Advanced Intelligent Systems, EarlyView.As food insecurity and global food demands surge, artificial intelligence (AI)‐based technologies offer promising opportunities to reduce food loss and waste. In this perspective, current AI adoption across the food supply chain is assessed using various academic, industry, and policy sources.
Akansha Prasad +5 more
wiley +1 more source
Structural Changes in Volatility and Stock Market Development: Evidence for Spain [PDF]
In this paper we review the factors that may lead to structural changes in stock market volatility and present an analysis that assesses whether Spanish stock market volatility has changed significantly over the period 1941-2001.
Javier Gómez Biscarri +2 more
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Food inflation pass‐through from agricultural imports in a small open economy
American Journal of Agricultural Economics, EarlyView.Abstract This paper develops a new framework for quantifying cost pass‐through in a small open economy by estimating firm‐level markup responses to agricultural import price shocks. We show theoretically that markup adjustments depend on firms' reliance on imported inputs and demand curvature, generating heterogeneous inflationary effects across firm ...
Minseong Kang, Seungki Lee
wiley +1 more source
STOCK MARKET VOLATILITY AND THE FORECASTING ACCURACY OF IMPLIED VOLATILITY INDICES [PDF]
This study develops a new model-free benchmark of implied volatility for the Japanese stock market similar in construction to the new VIX based on the S&P 500 index.
Moo-Sung KIM +2 more
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The role of venture‐financed startups in innovation for US agriculture
American Journal of Agricultural Economics, EarlyView.Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source