Managing currency options in financial institutions: Vanna-Volga method
In: Routledge advances in risk management, 7
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In: Routledge advances in risk management, 7
In: Routledge advances in risk management
"Examining the negative consequences that arise from supply chain risks, such as production interruption and profit shrinkage, this book systematically explores firms' responses to these risks in different practical situations. In particular it focuses on sourcing strategies of firms under supply chain risks and the different mitigation tools they use, such as supplier development and multisourcing. Supply chains have expanded extensively as firms attempt to find new markets and cheap resources all over the world. Under the pressure of cost reduction, many firms try to take advantage of outsourcing of their raw materials and critical components. Though firms can reap significant benefits due to the globalization of supply chains and the widespread use of outsourcing, they have to deal with increasing and intensifying supply chain risks. In general, supply chain risks are various and may be originated from natural disasters, machine breakdowns, labor strikes, fires, etc. These risk incidents can cause serious damage to firms' profit performance. The analysis and insights from this book can be utilized by firms to alleviate the impact of supply chain risks in the sourcing process. It will also be of interest to researchers and students studying supply chain management"--
In: Routledge advances in risk management
Intro -- Preface -- Acknowledgements -- Contents -- Acronyms -- 1 Introduction -- 1.1 Research Background and Research Questions -- 1.1.1 Research Background -- 1.1.2 Research Questions -- 1.2 Research Significance -- 1.2.1 Theoretical Significance -- 1.2.2 Practical Significance -- 1.3 Research Content and Technical Route -- 1.3.1 Research Content -- 1.3.2 Structure of the Monograph -- 1.3.3 Technical Route -- 1.4 Main Innovation and Contributions -- References -- 2 Literature Review and Theoretical Foundation -- 2.1 Introduction -- 2.2 Definition of Concepts -- 2.2.1 Social Networking Sites -- 2.2.2 Twitter -- 2.2.3 Tweet -- 2.2.4 User's Behavior on SNS -- 2.3 Explanation-Oriented Studies on Individual Retweeting Behavior -- 2.3.1 Research Emphasizing the Information Carrier -- 2.3.2 Research Emphasizing both the Information Source and the Information Carrier -- 2.3.3 Research Emphasizing Individual Preferences -- 2.3.4 Research Emphasizing Relationships -- 2.4 Prediction-Oriented Studies on Individual Retweeting Behavior -- 2.5 Theoretical Foundation -- 2.5.1 The Elaboration-Likelihood Model -- 2.5.2 Why Using ELM in the Current Research -- 2.6 Commentary on Related Literature -- References -- 3 Research Scheme Design -- 3.1 Introduction -- 3.2 A Conceptual Framework of Individual Retweeting Behavior on SNS -- 3.2.1 Analyzing Factors on the Central Route -- 3.2.2 Analyzing Factors on the Peripheral Route -- 3.2.3 The Mediating Role of Social Tie Strength -- 3.2.4 Analyzing Moderators on the Central Route -- 3.3 Method -- 3.3.1 Data Collection -- 3.3.2 Measure -- 3.3.3 Data Analysis Methods -- 3.4 Conclusion -- References -- 4 Dominating Factors Affecting Individual Retweeting Behavior -- 4.1 Introduction -- 4.2 Verification of the Non-randomness of Individual Retweeting Behavior -- 4.2.1 Verification from Social Interaction Perspective.
In: Routledge advances in risk management 11
Introduction -- Existing research -- Theoretical basis : TEI@I methodology -- Scientometric analysis of demand forecasting (1975-2015): a visual description -- An integrated short-term forecasting framework with empirical mode decomposition method -- A novel seasonal decomposition-based short-term forecasting framework with Google trends data -- A medium-term demand forecasting method based on stochastic frontier analysis and model average -- Long-term air travel demand forecasting: an integrated method with ARDL bounds testing approach and scenario planning -- Conclusion and future research
In: Routledge advances in risk management, 12
In: IEEE transactions on engineering management: EM ; a publication of the IEEE Engineering Management Society, Band 66, Heft 4, S. 763-773
In: International journal of human resource management, Band 22, Heft 1, S. 197-217
ISSN: 1466-4399
In: Advances in Banking Technology and Management, S. 261-277
In: Routledge advances in risk management
Introduction -- A novel model-free term structure for stock prediction -- An adaptive correlation heston model for stock prediction -- The algorithm to control risk using option -- Option strategies: evaluation criterion and optimization -- A novel mean reversion-based local volatility model -- Regression-based correlation modeling for heston model -- Index option strategies comparison and self-risk management -- Call-put term structure spread-based HSI analysis
In: International journal of forecasting, Band 38, Heft 1, S. 3-20
ISSN: 0169-2070
In: Emerging markets, finance and trade: EMFT, Band 58, Heft 2, S. 472-482
ISSN: 1558-0938
Using Fishbein's multi-attribute model, this paper proposes that the impact of socio-demographic and psychosocial factors on local residents' overall attitude toward shale gas exploitation (SGE) is mediated by their risk and benefit perceptions. The proposition has been validated with the generalized structural equation modeling approach with a cross-sectional dataset of 825 residents from China's Fuling shale gas field. Results indicate that the influence of benefit perception on residents' overall attitude outweighs that of risk perception. Moreover, residents' perceived fairness, affective feeling, and trust in regulatory agencies have positive influences on their overall attitude, primarily via their risk and benefit perceptions, in decreasing order of influences. Finally, we also find that residents' attitudes have been significantly influenced by their socio-demographic factors, including age, residential area, and political ideology. Thus, our study extends the literature with theoretical and empirical models by exploring the influences factors of local residents' attitudes toward SGE, and results from our empirical survey provide insight into policy design to promote the acceptance of SGE.
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In: Emerging markets, finance and trade: EMFT, Band 55, Heft 7, S. 1497-1515
ISSN: 1558-0938