Optimal investment and reinsurance strategies under 4/2 stochastic volatility model

Wang, Wenyuan; Muravey, Dmitry; Shen, Yang; Zeng, Yan

doi:10.1080/03461238.2022.2108335

Cited by 16 publications

(8 citation statements)

References 32 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Due to these and various competitive market factors, SMEs must concentrate on productivity, innovation, and marketing. Even though China’s SMEs have overgrown over the past decade and have made significant contributions to the country’s development, their growth has been hampered by the aforementioned sluggish interconnections, lack of technical innovation, the market in general, and restricted financial assistance ( Lu et al, 2022 ; Wang et al, 2022 ). This highlights the significance of effective market innovation while attempting to sell innovative products on both domestic and international marketplaces ( Xu et al, 2020 ; Zheng C. et al, 2022 ).…”

Section: Review Of Literature and Development Of Hypothesesmentioning

confidence: 99%

Towards achieving the sustainable development goal 9: Analyzing the role of green innovation culture on market performance of Chinese SMEs

Wei

Cai²,

Song³

2023

Front. Psychol.

View full text Add to dashboard Cite

Green innovation culture is essential to the Chinese 14th five-year plan aligned with sustainable development goal 9. This study examines the relationship between green innovation culture and market performance of Chinese small and medium-sized enterprises (SMEs). We evaluated hypothesis by taking a sample of 564 SMEs employees in China through an online survey. The structural equation modelling (SEM) method is used to analyze data. The findings showed that green innovation culture positively influence product and marketing innovation. Similarly, marketing innovation positively affects product innovation and market performance. In addition, product innovation has a substantial effect on market performance. The outcomes of this study imply that SMEs in emerging economies should concentrate on green innovation culture to improve their market performance. In addition, the identification of study limitations and suggestions for further research are also addressed for all stakeholders involved with SMEs.

show abstract

Section: Review Of Literature and Development Of Hypothesesmentioning

confidence: 99%

Towards achieving the sustainable development goal 9: Analyzing the role of green innovation culture on market performance of Chinese SMEs

Wei

Cai²,

Song³

2023

Front. Psychol.

View full text Add to dashboard Cite

show abstract

“…Fort scale factors, expanding production scale can produce scale effect, reduce resource waste, and improve resource utilization. At the same time, the expansion of enterprise scale is usually accompanied by the introduction of advanced equipment, thereby promoting energy efficiency (Lin and Long 2015;Wang et al 2022b). There are other influencing factors, such as energy prices, which also affect TFEE (Cornillie and Fankhauser 2004;Irfan et al 2019).…”

Section: Studies On Energy Efficiencymentioning

confidence: 99%

How to improve total factor energy efficiency under climate change: does export sophistication matter?

Liu

Xue

Mao

et al. 2022

Environ Sci Pollut Res

View full text Add to dashboard Cite

Climate change has a profound impact on human survival and development. Climate change is an energy and economic issue, which should be driven by technology. Total factor energy efficiency (TFEE) improvement is undoubtedly a breakthrough in solving energy problems. In this paper, the fixed effect model, impulse response function, and threshold regression model are used to test the complex relationship between export sophistication and TFEE. The results reveal that export sophistication improvement leads to higher TFEE. The impulse response results verify the existence of a phased and positive correlation between export sophistication and TFEE. Finally, the relationship between export sophistication and TFEE significantly varied across different threshold levels of regional corruption score, economic development, and openness. This article led the foundation for supporting China's export sophistication promotion strategy and also provides a reference for energy efficiency improvement and energy crisis response in the post-pandemic era.

show abstract

“…Since the financial crisis, China has issued a two-year economic plan of four trillion yuan and adopted ten measures to stimulate the recovery of the national economy (Bo et al, 2014;Wang et al, 2022), enabling the implementation of China's most extensive fixed asset investment plan (Li and Liu, 2013). Consequentially, the consumption of energy is accelerated.…”

Section: Research Hypothesesmentioning

confidence: 99%

Does the marketization of land transfer have an impact on carbon emissions? Evidence from China

Zhang

Yang

Huang

2022

Front. Environ. Sci.

View full text Add to dashboard Cite

Excessive carbon emissions caused by extensive economic development are the key to the current government’s carbon emission reduction goals. In the process of market-oriented reform of land transfer, alleviating the contradiction between land use and low-carbon development is an essential problem in achieving the purpose of carbon peaking and carbon neutrality. The impact of land transfer marketization on regional economic development is complex, and the final effect on carbon emissions needs to be further examined. Based on China’s provincial panel data from 2008 to 2017, this paper uses a double fixed effect model to conduct an empirical analysis. The lag effect of the initial regression results is tested, and the quantitative test of the mediating effect and moderating effect of fixed asset investment is also carried out. The following conclusions are drawn: Firstly, the improvement of the marketization of land transfer will promote carbon emissions; secondly, the promotion effect of the degree of marketization of land transfer on carbon emissions will become inhibited with the delay of the lag effect years. Moreover, fixed asset investment will play a masking effect and an adjustment effect; thirdly, the impact of the degree of marketization of land transfer on carbon emissions is different in the eastern and western regions divided by the degree of marketization, and the strength of government control will also have a significant impact on the impact. The research results of this paper enrich the economic impact theory of land transfer marketization and have certain value for regional land policy management in the context of carbon emission reduction.

show abstract

Optimal investment and reinsurance strategies under 4/2 stochastic volatility model

Cited by 16 publications

References 32 publications

Towards achieving the sustainable development goal 9: Analyzing the role of green innovation culture on market performance of Chinese SMEs

Towards achieving the sustainable development goal 9: Analyzing the role of green innovation culture on market performance of Chinese SMEs

How to improve total factor energy efficiency under climate change: does export sophistication matter?

Does the marketization of land transfer have an impact on carbon emissions? Evidence from China

Contact Info

Product

Resources

About