LAUSR

About LAUSR
Donate
Contact Us

Follow us:

You are not signed in:

Sign Up!


   Articles with "downside" as a keyword



Asset pricing and downside risk in the Australian share market

Sign Up to like & get
recommendations! Published in 2017 at "Applied Economics"

DOI: 10.1080/00036846.2017.1282143

Abstract: ABSTRACT As downside risk has been identified as a separate risk exposure to investors, we investigate whether downside beta and co-skewness exposure impact on the return to investors in Australian equities. Although considered as a… read more here.

Keywords: downside; asset pricing; pricing downside; downside risk ... See more keywords

The effect of the 2007 ethanol mandate on downside risk in agriculture: evidence from Kansas farmers

Sign Up to like & get
recommendations! Published in 2019 at "Applied Economics Letters"

DOI: 10.1080/13504851.2018.1489495

Abstract: ABSTRACT The Energy Independence and Security Act of 2007 increased the amount of corn ethanol that must be blended into motor vehicle and other fuels as part of the renewable fuel standard. The purpose of… read more here.

Keywords: 2007 ethanol; downside; downside risk; effect 2007 ... See more keywords

Examining significance of “downside beta” as a measure of risk – evidence from Indian equity market

Sign Up to like & get
recommendations! Published in 2023 at "International Journal of Emerging Markets"

DOI: 10.1108/ijoem-01-2021-0026

Abstract: PurposeMany studies have shown that from a theoretical and empirical point of view, downside risk-based measures of risk are better than the traditional ones. Despite academic appeal and practical implications, downside risk has not been… read more here.

Keywords: downside beta; indian equity; beta; downside ... See more keywords

A Reinforcement Learning–Based Approach With Downside‐Risk Protection for Battery Dispatch in Day‐Ahead Markets

Sign Up to like & get
recommendations! Published in 2025 at "International Transactions on Electrical Energy Systems"

DOI: 10.1155/etep/7939775

Abstract: In day‐ahead electricity markets with high renewable penetration, price prediction errors are prevalent. These errors significantly increase the downside risk of energy storage arbitrage, potentially diminishing profits or even causing sustained losses. To address the… read more here.

Keywords: downside; protection; dispatch; risk ... See more keywords