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The value of multivariate model sophistication: An application to pricing Dow Jones Industrial Average options
Rombouts, Jeroen; Stentoft, Lars; Violante, Franceso - In: International Journal of Forecasting 30 (2014) 1, pp. 78-98
We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ in their...
Persistent link: https://www.econbiz.de/10010730021
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Pricing individual stock options using both stock and market index information
Rombouts, Jeroen V. K.; Stentoft, Lars; Violante, Francesco - In: Journal of banking & finance 111 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012221075
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Forecasting corporate failure using ensemble of self-organizing neural networks
Jardin, Philippe du - In: European journal of operational research : EJOR 288 (2021) 3, pp. 869-885
Persistent link: https://www.econbiz.de/10012387380
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A successive linear programming algorithm with non-linear time series for the reservoir management problem
Gauvin, Charles; Delage, Erick; Gendreau, Michel - In: Computational Management Science : CMS 15 (2018) 1, pp. 55-86
Persistent link: https://www.econbiz.de/10011860866
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Evolving fuzzy-GARCH approach for financial volatility modeling and forecasting
Maciel, Leandro; Gomide, Fernando; Ballini, Rosangela - In: Computational economics 48 (2016) 3, pp. 379-398
Persistent link: https://www.econbiz.de/10011712504
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The science of foresight : how to succeed in strategic forecasting and planning
Dynkin, Aleksandr Aleksandrovič; Milovidov, V. D. - In: Studies on Russian economic development 34 (2023) 3, pp. 285-296
Persistent link: https://www.econbiz.de/10014384089
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Evaluating value-at-risk models before and after the financial crisis of 2008: International evidence
Degiannakis, Stavros; Floros, Christos; Livada, Alexandra - In: Managerial Finance 38 (2012) March, pp. 436-452
provide suitable estimates for measuring and forecasting market risk. The data sample consists of five international developed …
Persistent link: https://www.econbiz.de/10010540353
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Signaling with convertible debt in the renewable energy industry?
Ettenhuber, Christoph; Schiereck, Dirk - In: International Journal of Energy Sector Management 9 (2015) 2, pp. 274-292
Purpose – The purpose of this paper is to show how convertible debt is used in the renewable energy industry. The authors argue that there is an investor rationing component to the design and market impact of convertible debt securities. Design/methodology/approach – The authors apply event...
Persistent link: https://www.econbiz.de/10014773946
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Economic and technological forecasting competencies of German energy companies
Kehrel, Uwe; Sick, Nathalie - In: International Journal of Energy Sector Management 8 (2014) 4, pp. 588-610
/methodology/approach – Energy companies’ forecasting capabilities are particularly important to enable them to react in time to upcoming changes in … technological forecasting competencies. Findings – Big energy providers offer high economic forecasting quality, but seem to be less … of renewable energy development, but show less accurate economic forecasting quality. Practical implications – Big energy …
Persistent link: https://www.econbiz.de/10014773979
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The anticipatory leader: futurist, strategist and integrator
Savage, Anika; Sales, Michael - In: Strategy & Leadership 36 (2008) 6, pp. 28-35
Purpose – The paper seeks to show that in today's turbulent business environment, the advantage goes to organizations whose leaders are continually scanning the external environment, engaging in organizational dialogue and participating in learning processes in order to discover possibilities,...
Persistent link: https://www.econbiz.de/10015016636