Search results for "Econometric"
showing 10 items of 3780 documents
Como as práticas ecológicas e o desperdício de alimentos influenciam o capital de marca do restaurante?
2020
Resumen El presente trabajo tuvo por objetivo evaluar la incidencia de las prácticas verdes, la innovación sostenible y el manejo del desperdicio alimentario en la construcción del capital de marca de los restaurantes. A partir de una investigación cuantitativa dirigida a responsables de restaurantes en Ecuador, se obtuvieron 120 cuestionarios válidos que permitieron estimar un modelo de ecuaciones estructurales a través de la regresión de mínimos cuadrados parciales. Los resultados obtenidos evidencian que las prácticas verdes orientadas a la formación del empleado y la innovación sostenible contribuyen significativamente a la reducción del desperdicio alimentario, que, a su vez, junto a l…
O modelo da economia do bem comum: abordagem a partir da abordagem organizacional e análise bibliométrica
2019
Resumen El trabajo tuvo por objeto realizar una aproximación al modelo de la economía del bien común desde la organización de empresas, así como desde un análisis bibliométrico. Se realizó una comparación entre el enfoque empresarial de la economía del bien común y dife- rentes teorías organizativas: recursos y capacidades, stakeholders y creación de valor compartido. Mediante el análisis bibliométrico, se identificaron los trabajos publicados sobre la economía del bien común desde su surgimiento en 2010 hasta 2018, mediante búsqueda realizada en Web of Science y Dialnet. Se demuestra que su enfoque empresarial está relacionado con diferentes teorías de la organiza- ción de empresas y que a…
Efeitos da sustentabilidade e valor logístico nas relações entre empresas de transporte marítimo
2020
Resumen El objetivo de este trabajo fue analizar cómo la sostenibilidad (económica, social y ambiental), bajo el enfoque de triple línea base, afecta la calidad de servicio, el valor logístico y la satisfacción en empresas del sector marítimo. Se propone un modelo teórico que se contrasta con la información suministrada por una muestra de 50 responsables de empresas (transitarios, importadores y exportadores) en Panamá. La información se analiza mediante la estimación de regresión por mínimos cuadrados parciales, que permite confirmar el carácter multidimensional de la sostenibilidad y del valor logístico. Los resultados también confirman que las percepciones de los clientes sobre las inici…
Bonding family social capital and firm performance
2011
This study aims to empirically investigate the effect of bonding family social capital on financial firm performance. The data collection mechanism was a survey sent to all Finnish large and medium-sized FBs (staff >50) in the spring of 2008. In total, 167 questionnaires were collected indicating a response rate of 22.3%. The results are based on structural equation modelling. The results suggest that bonding family social capital has both a direct and indirect positive influence on family firm financial performance.
Risk Management Optimization for Sovereign Debt Restructuring
2015
Abstract Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The scenario dynamics of debt-to-GDP ratio are used to define a tail risk measure, termed conditional Debt-at-Risk. A multi-period stochastic programming model minimizes the expected cost of debt financing subject to risk limits. It provides an operational model to handle significant aspects of debt restructuring: it collects all debt issues in a common framework, and can include contingent claims, m…
Variety of Stock Returns in Normal and Extreme Market Days: The August 1998 Crisis
2002
We investigate the recently introduced variety of a set of stock returns traded in a financial market. This investigation is done by considering daily and intraday time horizons in a 15-day time period centered at the August 31st, 1998 crash of the S&P500 index. All the stocks traded at the NYSE during that period are considered in the present analysis. We show that the statistical properties of the variety observed in analyses of daily returns also hold for intraday returns. In particular the largest changes of the variety of the return distribution turns out to be most localized at the opening or (to a less degree) at the closing of the market.
Multiscale Model Selection for High-Frequency Financial Data of a Large Tick Stock by Means of the Jensen–Shannon Metric
2014
Modeling financial time series at different time scales is still an open challenge. The choice of a suitable indicator quantifying the distance between the model and the data is therefore of fundamental importance for selecting models. In this paper, we propose a multiscale model selection method based on the Jensen–Shannon distance in order to select the model that is able to better reproduce the distribution of price changes at different time scales. Specifically, we consider the problem of modeling the ultra high frequency dynamics of an asset with a large tick-to-price ratio. We study the price process at different time scales and compute the Jensen–Shannon distance between the original…
Measuring Firm Performance: Testing a Proposed Model
2018
Abstract Firm performance is a very complex and exhaustive concept. It can be related to many factors: starting with variables from balance sheet, income statement or cash-flow statement, continuing with research and development expenses or IT competences, and last but not least with intangible assets like human capital, goodwill, or brand value. The purpose of the present paper is to develop and test a model in order to measure firm performance by considering US companies that are ranked into the Global Fortune 500. In this study we used control variables (assets growth rate, net income growth rate and revenue growth rate) and depended variables – return on assets (ROA), debt to equity, re…
Multivariate statistical analysis for water demand modelling: implementation, performance analysis, and comparison with the PRP model
2015
Water demand is the driving force behind hydraulic dynamics in water distribution systems. Consequently, it is crucial to accurately estimate the actual water use to develop reliable simulation models. In this study, copula-based multivariate analysis was proposed and used for demand prediction for a given return period. The analysis was applied to water consumption data collected in the water distribution network of Palermo (Italy). The approach produced consistent demand patterns and could be a powerful tool when coupled with water distribution network models for design or analysis problems. The results were compared with those obtained using a classical water demand model, the Poisson re…
Multivariate Statistical Analysis for Water Demand Modeling
2014
The actual level of water demand is the driving force behind the hydraulic dynamics in water distribution systems. Consequently, it is crucial to estimate it as accurately as possible in order to result in reliable simulation models. In this paper, a copula-based multivariate analysis has been proposed and used for demand prediction for given return period. The analysis is applied to water consumption data collected in the water distribution network of Palermo (Italy). The approach showed to produce consisted demand patterns and to be a powerful tool to be coupled with water distribution network models for design or analysis problems. (C) 2014 Published by Elsevier Ltd.