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71.
Decisions in Economics and Finance - Under the Heston stochastic volatility model, we derive semi-analytical formulas for the prices of path-dependent options with payoffs linked to the maximum or... 相似文献
72.
Tiago V. De V. Cavalcanti Kamiar Mohaddes Mehdi Raissi 《Journal of Applied Econometrics》2015,30(6):857-873
This paper studies the impact of the growth and volatility of commodity terms of trade (CToT) on economic growth, total factor productivity, physical capital accumulation and human capital acquisition. We use the standard system generalized methods of moments (GMM) approach as well as the dynamic common correlated effects pooled mean group (CCEPMG) methodology for estimation to account for cross‐country heterogeneity, cross‐sectional dependence and feedback effects. Using both annual data for 1970–2007 and 5‐year non‐overlapping observations, we find that while CToT growth enhances real output per capita, CToT volatility exerts a negative impact on economic growth operating mainly through lower accumulation of physical and human capital. Productivity, however, is not affected by either the growth or the volatility of CToT. Our results also indicate that the negative growth effects of CToT volatility offset the positive impact of commodity booms. Therefore, we argue that volatility, rather than abundance per se, drives the ‘resource curse’ paradox. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
73.
Maria Chiarvesio Valentina De Marchi Eleonora Di Maria 《Business Strategy and the Environment》2015,24(8):790-801
Based on original data on Italian firms specializing in medium‐ and low‐tech industries, we study the relationship between firms’ upstream and downstream internationalization and their propensity to introduce products or processes that reduce environmental impact. Preliminary evidence suggests that geography plays an important role in green firms’ activities and supply chains. More precisely, results suggest that firms that outsource to and rely on non‐local suppliers are less likely to engage in environmental innovations. Moreover, we verify that firms engaged in export activities play a similar and negative role, regardless of the export intensity and typology of foreign markets (i.e. developed versus emerging). Tapping global flows of knowledge by being a part of a multinational group positively spurs the development of green innovations, as for FDIs. Copyright © 2014 John Wiley & Sons, Ltd and ERP Environment 相似文献
74.
In light of the call for companies to abandon current approaches to environmental management, this study adds to the environmental strategy literature and uses the evidence of competitive dynamics among companies to identify a mechanism by which companies invest in proactive environmental strategies and thereby improve the sustainability of the natural environment. An examination utilizing fixed effects regressions on a sample of large U.S.‐based companies reveal that even after controlling the number, environmental and financial performance of leading (environmental) companies, laggard (environmental) companies are more likely to invest in proactive environmental strategies when their leading peers display higher sustainability orientations. Neither the expectation of government regulation nor social movement pressure was found to be influential in this relationship. Therefore, the future dominance of companies' investments in the sustainability of the natural environment will be driven by companies themselves as long as competitive advantages are expected. 相似文献
75.
76.
Suélen Bebber Gabriel Sperandio Milan Deonir De Toni Luciene Eberle Luiz Antonio Slongo 《Journal of Relationship Marketing》2017,16(1):82-98
The understanding of the determinant factors of customer purchase intention is necessary, and it is equally important to study the online purchase context, since this context is disseminated among customers. A theoretical model has been elaborated on and tested, considering the constructs of information quality, distrust, and perceived risk as antecedents of purchase intention, and aiming to analyze the relationship among these constructs in the online purchase context. A quantitative research study has been performed by means of the application of a survey. Multivariate statistics techniques have been applied for data analyses, including structural equation modeling. This study contributes to the evolution of the empirically tested concepts by providing a greater individual understanding of each construct presented in the theoretical model, as well as the relationship among them as determinants of purchase intention; the indication is that meaningful relationships were found which may impact greater profitability and, consequently, greater competition for online retailers. 相似文献
77.
78.
This study integrates recent advances in interdependence theory with the literature on commitment‐based HR practices. New research on interdependence theory suggests that differences, or asymmetries, in task dependence among organisational members can cause interests to diverge. Prior research has shown that this can negatively affect interpersonal relations, individual outcomes and team processes. However, these insights gained on the dyadic, individual and team levels of analysis have not yet been explored at the organisational level and, until now, no research had yet connected these advances in interdependence theory to the field of HRM research. Hence, the current study investigates (a) whether asymmetries in task dependence do (or do not) matter at the organisational level and affect organisational effectiveness, (b) why this relationship may work by assessing a key mediator, namely, trust climate and (c) if and how these relationships can be altered by commitment‐based HR practices. Our moderated‐mediation model was tested and fully supported by a multi‐source data set of 8,390 employees from 67 organisations. 相似文献
79.
80.
Irrigation water productivity in Cambodian rice systems 总被引:1,自引:0,他引:1
Knowledge of the marginal productivity of water is crucial for decisions about its allocation between uses, which is particularly important in the context of increasing competition for water. Using primary, plot‐level panel data, this article estimates the marginal productivity of water from supplementary irrigation in lowland rice systems in Cambodia, taking into account farmer and plot heterogeneity as well as self‐selection of supplementary irrigation. Our estimates indicate a range of elasticities for rice output with respect to water inputs of between 0.057 and 0.069 for wet season production, substantially lower than previous estimates based on either aggregate or trial data. We discuss the policy implications of these results, in particular with respect to the utility of demand management policies and the challenges they pose to the decentralization of water management to Farmer Water Users Groups. 相似文献