Results 101 to 110 of about 9,057 (304)

Quantifying the Variance Risk Premium in VIX Options

The Journal of Portfolio Management, 2012
Barnea and Hogan use synthetically created variance swaps onVIX futures to quantify the variance risk premium inVIX options. The results of this methodology suggest that the average premium is -3.26%,meaning that the realized variance onVIX futures is, on average, less than the variance implied by the swap rate.
Amir Barnea, Reed Hogan
openaire   +2 more sources

The Role of Actual and Purported Origin in e‐Commerce Wine Pricing: Evidence From Italian and French Names on Labels

Agribusiness, EarlyView.
ABSTRACT The origin of a product, if associated with good quality, can contribute to building a positive collective reputation, leading to a potential price premium. However, it is conceivable that a producer markets a product by evoking symbols, images, words, and values typical of places other than where it was designed or produced, creating a ...
Annalisa Caloffi, Amir Maghssudipour, Gianluca Stefani   +2 more
wiley   +1 more source

Assessing Haitian Consumers' Willingness to Pay a Premium for Aflatoxin‐Compliant Peanut Butter in the Informal Market

Agribusiness, EarlyView.
ABSTRACT Market‐based solutions are increasingly tested to address aflatoxin issues in peanuts in developing countries. Although previous studies have found that Haitian grocery store shoppers are willing to pay a 21% premium for peanut butter with levels of aflatoxin that meet international standards, no information is available for the much larger ...
Phendy Jacques, Stevens Azima, Maurice Doyon   +2 more
wiley   +1 more source

Variance Swaps and Intertemporal Asset Pricing [PDF]

This paper proposes an ICAPM in which the risk premium embedded in variance swaps is the factor mimicking portfolio for hedging exposure to changes in future investment conditions. Recent empirical evidence shows that the fears by investors to deviations
Belén Nieto, Alfonso Novales Cinca, Gonzalo Rubio   +2 more
core  

Enhancing Sustainability Label Effectiveness Through Logo Design Modification: An Analysis of the EU Green Leaf Logo

Agribusiness, EarlyView.
ABSTRACT Sustainability labels can help support consumers select more socially and environmentally friendly options, thereby enhancing returns for conscientious producers and promoting the transition to a more sustainable food system. However, consumer confusion regarding labels' meaning undermines their effectiveness.
Monika Hartmann, Ching‐Hua Yeh, Matthew Gorton, Barbara Tocco, Áron Török   +4 more
wiley   +1 more source

Sine power Burr X distribution with estimation and applications in physics and other fields

Open Physics
This article aims to introduce a new three-parameter lifetime distribution called sine power Burr X (SPB-X) distribution. The proposed distribution is obtained by the sine-G class of distributions and the power Burr X distribution.
Elbatal Ibrahim, Almetwally Ehab M., Kayid Mohamed, Shawki Ahmed W., Balogun Oluwafemi Samson, Elgarhy Mohammed   +5 more
doaj   +1 more source

Volatility Dynamics of Base Metal Futures: Empirical Evidence from an Emerging Economy

Organizations and Markets in Emerging Economies
The paper examines the leverage effects and the spillover effects in the base metal cash and futures market. The study also attempts to find the trend and the pattern of volatility clustering in the base metal markets of India. Further, the significance
Laxmidhar Samal
doaj   +1 more source

Consumer Preferences for Craft Beer: The Interplay of Localness and Advertising Language

Agribusiness, EarlyView.
ABSTRACT This study explores the influence of the language of the label, origin of production, and origin of brewing ingredients on Croatian consumers' preferences and willingness to pay for organic craft beer. Employing an online survey and a choice experiment among 223 Croatian alcohol consumers, we find that while there's a willingness to pay a ...
Marija Cerjak, Claudia Bazzani, Andreas C. Drichoutis   +2 more
wiley   +1 more source

Common and idiosyncratic factors of the exchange risk premium in emerging European markets [PDF]

Existing empirical evidence suggests that the Uncovered Interest Rate Parity (UIRP) condition may not hold due to an exchange risk premium. For a panel data set of eleven emerging European economies we decompose this exchange risk premium into an ...
Jun Nagayasu, Joseph P. Byrne
core  

Does a Specialized Niche Market Vegetable Processor Enjoy Bargaining Power?

Agribusiness, EarlyView.
ABSTRACT Agribusiness companies may achieve competitive advantage through specialization within niche markets. One such niche is the fresh‐cut fruit and vegetable market, which has been steadily growing in Germany. This study examines whether the specialization of a German fresh‐cut producer grants it with market power within this niche market.
Nikolas Bublik, Franziska Mittag, Laura Hellstern, Sebastian Hess   +3 more
wiley   +1 more source