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Factors influencing the take-up of agricultural insurance and the entry into the mutual fund : a case study of the Czech Republic
Kislingerová, Sofia; Špička, Jindřich - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-17
The objective of the study was to identify the main factors influencing farmers' willingness to take up agricultural insurance and participate in a mutual fund for non-insurable risks in the Czech Republic. Responses from 214 representative farms were processed using descriptive statistics,...
Persistent link: https://www.econbiz.de/10013382156
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Value-at-risk and models of dependence in the U.S. federal crop insurance program
Ramsey, A. Ford; Goodwin, Barry K. - In: Journal of risk and financial management : JRFM 12 (2019) 2/65, pp. 1-21
The federal crop insurance program covered more than 110 billion dollars in total liability in 2018. The program consists of policies across a wide range of crops, plans, and locations. Weather and other latent variables induce dependence among components of the portfolio. Computing...
Persistent link: https://www.econbiz.de/10012022159
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Simultaneous analysis of insurance participation and acreage response from subsidized crop insurance for cotton
Sall, Ibrahima; Tronstad, Russell - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-20
been the impact of these subsidies on insurance demand and crop acres planted? Using a simultaneous system of two equations …
Persistent link: https://www.econbiz.de/10012797526
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The impact of conventions on hotel demand : evidence from Indianapolis using daily hotel occupancy data
Steitz, Colin; Hall, Joshua C. - In: Journal of risk and financial management : JRFM 13 (2020) 10/229, pp. 1-15
-day conventions on hotel demand. In addition to multi-day conventions, we hand collect data on other major events such as the Indy 500 … and major sporting events. Hotel demand is an important part of the economic activity generated by multi-day events … effect of conventions and other large events in Indianapolis on average daily room rates, revenue per room, demand, occupancy …
Persistent link: https://www.econbiz.de/10012388004
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Domestic and international drivers of the demand for water resources in the context of water scarcity : a cross-country study
Gupta, Rakesh; Yan, Kejia; Singh, Tarlok; Mo, Di - In: Journal of risk and financial management : JRFM 13 (2020) 11/255, pp. 1-28
Global warming, while increasing human demand for water, is reducing water availability by reducing runoff flows and …-related policies at every stage of the water interrelationship. This study investigated the relationship between water demand across … finds that economic growth and population expansion increases the demand for water in all aspects. These findings have …
Persistent link: https://www.econbiz.de/10012389854
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Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting
Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47
economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet … GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … asymmetry impacts on tourism demand volatility. …
Persistent link: https://www.econbiz.de/10013369139
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The characteristics of the housing market and the goal of stable and healthy development in China’s cities
Xiang, Guocheng; Tang, Juan; Yao, Shuntian - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-17
This paper constructs a mathematical model to study China’s urban real estate markets, in which there are different types of demands from house buyers, and housing suppliers adopt the strategy of quality differentiation second-degree price discrimination. Our theoretical result shows that, in...
Persistent link: https://www.econbiz.de/10013471418
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Humanizing finance by hedging property values
Roig Hernando, Jaume - In: Journal of risk and financial management : JRFM 9 (2016) 2, pp. 1-11
The recent financial crisis triggered the greatest recession since the 1930s and had a devastating impact on households’ wealth and on their capacity to reduce their indebtedness. In the aftermath, it became clear that there is significant room for improvement in property risk management....
Persistent link: https://www.econbiz.de/10011543998
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Risk measures and portfolio optimization
Gambrah, Priscilla Serwaa Nkyira; Pirvu, Traian Adrian - In: Journal of risk and financial management : JRFM 7 (2014) 3, pp. 113-129
In this paper we investigate portfolio optimization under Value at Risk, Average Value at Risk and Limited Expected Loss constraints in a continuous time framework, where stocks follow a geometric Brownian motion. Analytic expressions for Value at Risk, Average Value at Risk and Limited Expected...
Persistent link: https://www.econbiz.de/10011553110
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A 3-dimensional frame of reference for prevention of risk in supply chain
Nguyen Han-Khanh - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-22
Businesses have to deal with many potential risks in the supply chain, especially during the COVID-19 pandemic. The retail market in Vietnam has great potential for long-term development with the birth and rapid development of domestic supermarkets. However, market opening policies have resulted...
Persistent link: https://www.econbiz.de/10013165291