Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Lurion De Mello"'
Publikováno v:
Environmental Data Science, Vol 1 (2022)
The physical and socioeconomic environments in which we live are intrinsically linked over a wide range of time and space scales. On monthly intervals, the price of many commodities produced predominantly in tropical regions covary with the dominant
Externí odkaz:
https://doaj.org/article/8df14416d55e477389ed91c7a96f5dff
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3f71a7670357ef42c413df1509e6988c
https://doi.org/10.2139/ssrn.4444817
https://doi.org/10.2139/ssrn.4444817
Publikováno v:
Applied Economics. 53:2848-2864
This article applies a new measure of aggregate investor confidence to explain the well-established factors driving stock returns in the asset pricing literature and on momentum returns. The aggreg...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0634901fef42961ba58674c509383a2a
https://doi.org/10.1080/00036846.2020.1870650
https://doi.org/10.1080/00036846.2020.1870650
Autor:
Christoph Meier, Lurion De Mello
Publikováno v:
Journal of Behavioral Finance. 21:369-384
This study explores how individual overconfidence adjusts after receiving extreme feedback that either supports or contradicts previous decision-making when buying or selling stocks. We find that h...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c13046dae17a8a66a708b769c04509e0
https://doi.org/10.1080/15427560.2019.1692845
https://doi.org/10.1080/15427560.2019.1692845
Publikováno v:
Theoretical Economics Letters. :1-27
Due to the unobserved nature of the true return variation process, one of the most challenging problems in evaluation of volatility forecasts is to find an accurate benchmark proxy for ex-post volatility. This paper uses the Australian equity market
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::68373aad43cfabba527851ca2daf5e8f
https://doi.org/10.4236/tel.2018.81001
https://doi.org/10.4236/tel.2018.81001
Publikováno v:
Accounting and Business Research. 47:455-470
The aim of this study is to examine the influence of textual presentation order and graphical presentation on the judgements of non-professional investors. Adopting an experimental approach and dra...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::858379c358f0db8bf1f3c6f1e71fe401
https://doi.org/10.1080/00014788.2016.1271737
https://doi.org/10.1080/00014788.2016.1271737
Publikováno v:
Energy Economics. 92:104927
This study sheds new light on the lead-lag relationships between crude oil and refined product return dynamics in the time and the frequency space. For this purpose, a novel methodology is introduced. Based on information theoretic measures and conti
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::58a421b2aaf68aba3a6a0948abbfad55
https://doi.org/10.1016/j.eneco.2020.104927
https://doi.org/10.1016/j.eneco.2020.104927
Publikováno v:
Journal of Applied Corporate Finance. 27:89-100
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc84638515862cb0c57c85409219c7ee
https://doi.org/10.1111/jacf.12108
https://doi.org/10.1111/jacf.12108
Autor:
Ronald D. Ripple, Lurion De Mello
Publikováno v:
The Energy Journal. 38
This paper investigates price dynamics between polypropylene (PP), propylene, naphtha, and crude oil together with proxies representing PP using industries. We test the dynamics in the South East Asian and North Western European markets. The paper is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c67a4b5dc568f8c3ebd8724b18f2b7d3
https://doi.org/10.5547/01956574.38.4.ldem
https://doi.org/10.5547/01956574.38.4.ldem
Autor:
Deborah Cotton, Lurion De Mello
Publikováno v:
Energy Policy. 74:475-485
© 2014 Elsevier Ltd. Emissions trading schemes aim to reduce the emissions in certain pollutants using a market based scheme where participants can buy and sell permits for these emissions. This paper analyses the efficiency of the two largest schem
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac2c9ceccfe82a8b7e7dc98f9c854f3d
https://doi.org/10.1016/j.enpol.2014.07.024
https://doi.org/10.1016/j.enpol.2014.07.024