A5001858611- Cryospheric studies and observations
- Market Dynamics and Volatility
- Private Equity and Venture Capital
- Winter Sports Injuries and Performance
- Monetary Policy and Economic Impact
- Corporate Finance and Governance
- Agricultural Economics and Policy
- Climate change and permafrost
- Geology and Paleoclimatology Research
- Russia and Soviet political economy
- Entrepreneurship Studies and Influences
- Financial Risk and Volatility Modeling
- Stock Market Forecasting Methods
- Microfinance and Financial Inclusion
- FinTech, Crowdfunding, Digital Finance
- Landslides and related hazards
- Polar Research and Ecology
- Arctic and Antarctic ice dynamics
- Food Waste Reduction and Sustainability
- Global trade and economics
- Complex Systems and Time Series Analysis
- Agricultural risk and resilience
- Species Distribution and Climate Change
- State Capitalism and Financial Governance
- Food Security and Health in Diverse Populations
University of Fribourg
2014-2023
Swiss Federal Institute for Forest, Snow and Landscape Research
2022-2023
University of Basel
2009-2023
ETH Zurich
2020-2023
State Key Laboratory of Hydrology-Water Resources and Hydraulic Engineering
2022-2023
University of Zurich
2017-2023
Abstract Many countries use trade policy to insulate their domestic markets from price volatility. However, there is a widespread concern that such policies—particularly export restrictions—may amplify global volatility, adversely affecting other countries. Here, using an original dataset on announcements wheat and maize encompassing the food crises of 2007–2008 2010–2011, we show announcement changes can increase This effect applies not only restrictions but also import liberalization...
Abstract Glacier shrinking and the development of postglacial ecosystems related to anthropogenic climate change is one fastest ongoing ecosystem shifts, with paramount ecological societal cascading consequences globally (Huss et al., 2017; Milner Cauvy Dangles, 2019; IPCC, 2021). Yet, no complete spatial analysis exists quantify or anticipate this major changeover (Ficetola 2021; Zimmer 2022). Here we model glacier responses projections until 2100 subglacial terrain explore trajectory all...
We analyze Chicago based daily wheat price volatility over more than 140 years using a novel data set of high and low futures prices starting in 1877. identify five long-run regimes find that shifts between are statistically pronounced fluctuations within regimes, even when conditioning on economic states. Historical estimates derived from average commodity data, common practice empirical studies, exhibit regime-dependent upward bias 0% 22%. The magnitude the importance potentially explain...
The phrase 'private equity' became widespread in the late 1980s following major buyout fund activity. What has been neglected for some time is existence of listed private equity - an exposure through a share company traded on stock exchange. While market small compared to its unlisted counterpart, it benefits from variety advantages that make this form worth further consideration. But public contradiction terms? We conclude although there are different organizational structures between and...
Background Food insecurity can be harmful to pregnant women, as pregnancy is a challenging period with increased maternal nutritional requirements ensure optimal fetal development and health of the mother. Whether food negatively affects may depend on how stressful women perceive this strongly they believe cope it. In Sub-Saharan Africa (SSA), from smallholder households suffer due post-harvest losses (PHL), i.e., loss crops because inadequate storage. An agricultural intervention that...
This paper studies the relationship between portfolio diversification and fund performance, based on an unexplored, hand-collected dataset of buyout funds. The comprises detailed information at level companies, which allows measuring concentration portfolios towards individual industrial, geographical focus. Our results suggest that within, but not across industries, associates with higher performance. We do find a significant These partly contradict documented in prior literature.
I would like to thank the AGU Cryosphere focus group for this award. Gaining such an important recognition at stage of a scientific career is indeed both great honor and motivation me. was little child when first stepped onto glacier. There unforgettable sensation attraction interest that touched me—one might call it magic moment. Back then, never have imagined being glaciologist one day. But feels right, am grateful received opportunity exploring wonderful element nature.
We analyze Chicago based daily wheat price volatility over more than 140 years using a novel data set of high and low futures prices starting in 1877. identify five long-run regimes find that shifts between are statistically pronounced fluctuations within regimes, even when conditioning on economic states. Historical estimates derived from average commodity data, common practice empirical studies, exhibit regime-dependent upward bias 0% 22%. The magnitude the importance potentially explain...
<p>With the ongoing, rapid glacier retreat, high-alpine landscapes are poised to change drastically over coming decades. The newly exposed areas will not only give rise new environments that can be eventually colonized by plants and organisms, but also characteristic landforms. Amongst these, future lakes forming in topographical depressions left behind have already been focus of earlier studies. interest these features is given a number factors, ranging from ecological...
We analyse the dynamic behavior of conditional volatility in commodity markets using a novel, manually collected dataset daily price ranges over time span more than 140 years, which allows precise estimates are otherwise prevalent literature. find that one-factor range-based EGARCH-model (REGARCH) is not adequate to capture very distinct long-run and short-run components. While long memory effect numerically small, it strongly affects parameters dynamics become stable plausible size....
This paper analyzes daily wheat price volatility over an observation period of more than 140 years, using high and low prices futures contracts traded at the Chicago Board Trade (CBOT), starting in 1877. We find that differences between identified regimes is much important within regimes, even when conditioning on state variables such as business cycles or inflation. Our findings suggest neglect can lead to a severe misinterpretation results volatilities are correlated with exogenous...