This paper examines the dynamic relationships between gold and stock markets in China. Using daily gold and stock indexes data, we estimated the DCC-GARCH model for the five bear markets since 31 October 2002, and simultaneously used different segments of China’s stock markets for analysis....

In this study, we attempted to fill a gap that literature has yet to investigate: the impact of global innovation network on corporate performance. Based on 347 valid questionnaire data, this paper uses regression analysis to explore which innovative network elements have an impact on the...

This study investigates the debatable success of technical trading rules, through the years, on the trending energy market of crude oil. In particular, the large universe of 7846 trading rules proposed by Sullivan et al. (1999), divided into five families (filter rules, moving averages, support...

We propose a novel method to estimate loss aversion together with risk aversion and subjective probability weighting in a reference-dependent utility. Using multiple asset allocations in the 31 OECD pension funds, we find that our estimates of loss aversion and subjective probability weights are...

Wildfires, suspended soil and other particulates, and industrial emissions combine to raise the urgency of air quality as a planetary threat. This paper introduces Prometheus, a proactive decision-making framework for managing environmental and health risks associated with air pollution and...