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71.
72.
《International Journal of Forecasting》2020,36(2):646-665
We study forward curves formed from commodity futures prices listed on the Standard and Poor’s-Goldman Sachs Commodities Index (S&P GSCI) using recently developed tools in functional time series analysis. Functional tests for stationarity and serial correlation suggest that log-differenced forward curves may be generally considered as stationary and conditionally heteroscedastic sequences of functions. Several functional methods for forecasting forward curves that more accurately reflect the time to expiry of contracts are developed, and we found that these typically outperformed their multivariate counterparts, with the best among them using the method of predictive factors introduced by Kargin and Onatski (2008). 相似文献
73.
Wolfgang Mayrhofer Adam Smale Jon Briscoe Michael Dickmann Emma Parry 《Human Resource Management Journal》2020,30(3):327-342
As an editorial to the special issue “new avenues in international careers research” this article discusses the roots of the international careers research stream, which sits at the intersection between career studies, HRM and international management. In order to support future studies in this emerging area of enquiry, we attempt to lay down the foundations of a research agenda based around what we see as the three core areas of interest: contextualised careers research, comparative careers research and careers research in internationally operating organisations. After providing some suggestions for the kinds of theoretical and methodological tools that will be required to build on these foundations, we introduce the five empirical papers that comprise this special issue. 相似文献
74.
Maria Vincenza Ciasullo Raffaella Montera Nicola Cucari Francesco Polese 《Business Strategy and the Environment》2020,29(5):2110-2129
Corporate sustainability (CS) is receiving considerable attention from emerging market multinational enterprises (EMNEs), playing an important role in the globalized market. However, theoretical and empirical knowledge about how EMNEs address CS is still scant, and the relationship between internationalization and CS has not been widely explored. This study aims to fill this gap, evaluating the relationship between an international ambidexterity strategy and CS in EMNEs, which highlighted the paradox perspective. Then we develop three hypotheses in which we argue how the dynamic capabilities underpinning international ambidexterity could be considered a driver of CS in EMNEs. We test the developed hypotheses against data from 300 Chinese EMNEs obtained by a survey. Our results contribute to shape ambidextrous international strategies and to consider CS as a springboard for the strategic intent to systematically and recursively outperform global competition. Testing a measurement scale of international ambidexterity, we suggest structural ambidexterity as a strategic option of internationalization that allows the achievement of economic, social, and environmental sustainability objectives. 相似文献
75.
Silver future is crucial to global financial markets. However, the existing literature rarely considers the impacts of structural breaks and day-of-the-week effect simultaneously on the volatility of silver future price. Based on heterogeneous autoregressive (HAR) theory, we establish six new type heterogeneous autoregressive (HAR) models by incorporating structural breaks and day-of-the-week effect to forecast the volatility. The empirical results indicate that new models’ accuracy is better than the original HAR model. We find that structural breaks and the day-of-the-week effect contain much forecasting information on silver forecasting. In addition, structural breaks have a positive effect on the silver futures’ volatility. Day-of-the-week effect has a significantly negative influence on silver futures’ price volatility, especially in the mid-term and the long-term. Our works is the first to combine the structural breaks and day-of-the-week effect to identify more market information. This paper provides a better forecasting method to predict silver future volatility. 相似文献
76.
We investigate the behavior of commodity futures risk premia in China. In the presence of retail-dominance and barriers-to-entry, the term structure and momentum premia remain persistent, whereas hedging pressure, skewness, volatility, and liquidity premia are distorted by time-varying margins and strict position limits. Furthermore, open interest, currency, and inflation premia are sensitive to institutional settings. The observed premia cannot be attributed to common risks, sentiment, transactions costs, or data-snooping, but are related to liquidity, anchoring, and regulation-induced limits-to-arbitrage. We highlight the distinctive features of Chinese futures markets and assess the challenges posed to theories of commodity risk premia. 相似文献
77.
Today, brick-and-mortar retailers with integrated online shops have many alternatives to increase their customers’ shopping satisfaction: They could invest in (for the retailers) new physical store technologies (e.g., beacons or magical mirrors if not implemented up to now), new online shop technologies (e.g., visual tagging or webcams), or in new less technology-based improvement options (e.g. events or product testing). We propose an adapted Kano based stage-gate approach to support multichannel retailers confronted with such selection problems. The approach is applied to a major European sporting goods retailer. 37 improvement options are pre-selected and evaluated by current and potential customers. It can be shown that instore returns, instore services, reserve&collect, click&collect, customization, product testing, and magical mirrors are drivers of satisfaction for the current customers and should be implemented in contrast to, e.g., geofencing or beacons. The potential customers are more technology-savvy, but show similar categorizations as a current customer segment and so confirm the selection. 相似文献
78.
This study examines the quantitative properties of optimal sustainable monetary policies using a monetary model with a stabilization bias. As in Kurozumi (2008), the optimal sustainable policy is a strategy considered in the absence of commitment technologies; however it is implemented following an optimal quasi-sustainable policy derived by assuming that the commitment technologies are present. This study finds that solving for the policy function of the optimal quasi-sustainable policy yields a result basically identical to the Ramsey-optimal commitment policy under a set of parameters commonly used in the literature. The simulation shows two further results: policymakers have incentive to deviate from the Ramsey-optimal commitment policy when the lagged output gap is large and the optimal quasi-sustainable policy endogenously diminishes the steadfastness of policymakers׳ commitment. 相似文献
79.
《Futures》2015
There is growing scientific evidence that humanity faces a number of threats that jeopardize its future. Public perceptions of these threats, both their risks and reactions to them, are important in determining how humanity confronts and addresses the threats. This study investigated the perceived probability of threats to humanity and different responses to them (nihilism, fundamentalism and activism), in four Western nations: the US, UK, Canada and Australia. Overall, a majority (54%) rated the risk of our way of life ending within the next 100 years at 50% or greater, and a quarter (24%) rated the risk of humans being wiped out at 50% or greater. The responses were relatively uniform across countries, age groups, gender and education level, although statistically significant differences exist.Almost 80% agreed “we need to transform our worldview and way of life if we are to create a better future for the world” (activism). About a half agreed that “the world’s future looks grim so we have to focus on looking after ourselves and those we love” (nihilism), and over a third that “we are facing a final conflict between good and evil in the world” (fundamentalism). The findings offer insight into the willingness of humanity to respond to the challenges identified by scientists and warrant increased consideration in scientific and political debate. 相似文献
80.
Expatriates are often assumed to have enhanced terms and conditions and, because that makes them expensive, to be in key managerial or technical specialist roles. Employees who come from abroad and are in more manual or even menial roles are usually referred to as ‘migrants’. However, there are millions of people around the world who are not migrants, their intended sojourn in a foreign country is seen by them and their employers as temporary, but their employment contracts are far from advantageous compared with those of locals. These ‘hidden’ expatriates are brought into focus in the emerging Arab Gulf States. In some of these countries, the population consists mainly of expatriates, with the local population a small minority: These expatriates include many in lower‐management or manual or menial jobs. We demarcate these expatriates from organisationally assigned expatriates, self‐initiated expatriates and migrants. We use qualitative data from such expatriates in the United Arab Emirates to explore the issues this raises for governments, employers and the expatriates – and for our understanding of the phenomenon of expatriation. 相似文献