Adam Smith Business School
Glasgow, Scotland G12 8LE
United Kingdom
University of Glasgow
SSRN RANKINGS
in Total Papers Downloads
Copulas, Neural Networks, Portfolio Optimization, ETF
Seeking Alpha, post-earnings announcement drift, institutional ownership, news coverage.
Energy markets; Metal markets; Hedging pressure; Speculative pressure; Hedging performances
Carbon allowance submission, Carbon emission markets, EU ETS, Mispricing, Price discovery, Volatility spillovers
Bankruptcy prediction; Systemic risk; Hazard model
Carbon emission markets, Dynamic hedging, Markov switching models, Dynamic conditional correlation
Feedback trading; Arbitrage opportunities; Emissions and energy markets; Conditional volatility
Loan Pricing, Media Coverage, Media Sentiment, Institutional Environment
Carbon futures price; Energy futures prices; EU ETS; Quantile-on-Quantile; Causality-in-quantiles
Carbon futures price prediction; Quantile group Lasso; Quantile group SCAD; Variable selection
emerging markets, feedback trading, stabilization, stock index futures
spatial panel quantile model, retail fuel price, carbon futures price, oil market, cross-market integration
Cost of bank loans; Institutional shareholder distraction; Institutional shareholders type; Agency cost; Information transparency; Access to credit
Asset-backed securitisation; Corporate risk-taking; ABS borrowing; Access to credit