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Forecast based pricing of weather derivatives
Härdle, Wolfgang; López Cabrera, Brenda; Ritter, Matthias - 2012
Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...
Persistent link: https://www.econbiz.de/10009511156
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Forecast based pricing of weather derivatives
Härdle, Wolfgang Karl; López-Cabrera, Brenda; Ritter, … - 2012
Forecasting based pricing of Weather Derivatives (WDs) is a new approach in valuation of contingent claims on nontradable underlyings. Standard techniques are based on historical weather data. Forward-looking information such as meteorological forecasts or the implied market price of risk (MPR)...
Persistent link: https://www.econbiz.de/10010281602
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John Maynard Keynes : the economist as investor
Cristiano, Carlo; Marcuzzo, Maria Cristina - In: Review of Keynesian economics 6 (2018) 2, pp. 266-281
Persistent link: https://www.econbiz.de/10011868191
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Theories of the Evolution of Technology Based on Processes of Competitive Substitution and Multi-Mode Interaction Between Technologies
Coccia, Mario - 2019
Evolution of technology is a stepwise advancement of a complex system of artifact, driven by interaction with sub … society. This study explains evolution of technology with two different approaches: theories based on processes of competitive … substitution of a new technology for the old one and theories considering a multi-mode interaction between technologies, such as …
Persistent link: https://www.econbiz.de/10012866127
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Technological Host-Parasites Co-Evolution
Coccia, Mario - 2019
The fundamental problem in the field of technology studies is how technology evolves and sustains economic change in … technology in human societies. Technological host-parasites coevolution is a mutual symbiotic relationship between a host … technology and associated technologies directed to satisfy needs and/or to solve problems of human beings. To explore the …
Persistent link: https://www.econbiz.de/10014032744
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Sectoral differences in the choice of the time horizon during estimation of the unconditional stock beta
Dadakas, Dimitrios; Karpetis, Christos; Fassas, Athanasios - In: International Journal of Financial Studies : open … 4 (2016) 4, pp. 1-13
The stock beta coefficient literature extensively discusses the proper methods for the estimation of beta as well as its use in asset valuation. However, there are fewer references with respect to the appropriate time horizon that investors should utilize when evaluating the risk-return...
Persistent link: https://www.econbiz.de/10011606725
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Speculative Cotton Pricing in the 1920s : A Nonlinear Tale of Noise Traders and Fundamentalists
Cifarelli, Giulio - 2013
The paper investigates the role of speculation in the Liverpool cotton futures market between 1921 and 1929. The … analysis is based on historical descriptions of the working of speculation in commodity markets and is related to the tenets of …
Persistent link: https://www.econbiz.de/10013085214
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Demand shock, speculative beta, and asset prices : Evidence from the Shanghai-Hong Kong Stock Connect program
Liu, Clark; Wang, Shujing; Wei, K. C. John - In: Journal of banking & finance 126 (2021), pp. 1-24
Persistent link: https://www.econbiz.de/10012820326
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Technology and social rules and norms in neo-Schumpeterian economics and in original institutional economics
Schwardt, Henning - In: PSL quarterly review 75 (2022) 303, pp. 385-401
evolutionary processes in economies. The relationship between technology and the social rules and norms that coordinate the …'s conceptualizations of social rules and norms, in particular when it comes to evolutionary processes and innovation dynamics. …
Persistent link: https://www.econbiz.de/10014230890
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General Sources of General Purpose Technologies in Complex Societies : Theory of Global Leadership-Driven Innovation, Warfare and Human Development
Coccia, Mario - 2015
A fundamental problem in the field of the economics of innovation is how to explain the sources of path … problem by developing the theoretical framework of global leadership-driven innovation, which endeavors to explain the general …
Persistent link: https://www.econbiz.de/10013018860