Results 101 to 110 of about 7,458,492 (235)

Loss‐Aware Forecast Construction for Realized Variance

Journal of Forecasting, EarlyView.
ABSTRACT Forecasts of realized variance are commonly constructed from models of log‐realized variance and then transformed back to the original scale. However, the resulting forecasts are often evaluated using loss functions defined in relative rather than absolute terms, creating a potential mismatch between forecast construction and forecast ...
Nick Taylor
wiley   +1 more source

MARS‐Diff: Guarded Residual Diffusion for Leakage‐Disciplined Probabilistic Portfolio‐Loss Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT This paper develops Masked Asset–Regime Scenario Diffusion (MARS‐Diff), a leakage‐disciplined framework for probabilistic forecasting of multiday portfolio losses. The framework combines a regularized heterogeneous autoregressive model with exogenous predictors (HAR‐X) as its anchor, a train‐only masked representation of a high‐dimensional ...
Çağlar Sözen, Mervenur Sözen
wiley   +1 more source

Shape of Yield Curves Under Instrument‐Based Parallel Shifts

Journal of Futures Markets, EarlyView.
ABSTRACT This paper studies the shape of zero and par yield curves through the carry and convexity of zero‐bond and par–swap butterflies under instrument‐based parallel shifts: the component instruments are held fixed, and each instrument's own quote receives the same additive shock.
Jian Sun
wiley   +1 more source

Global Oil and Gas Stocks: Anomalies, Systematic Risks and Mispricing

International Journal of Finance &Economics, EarlyView.
ABSTRACT We analyse anomaly and factor risk premia in the global oil and gas (OG) sector, which plays a central role in the global economy through its importance for energy supply, industrial production, and capital markets. Using firm‐level and portfolio data, we examine whether cross‐sectional return patterns reflect systematic risk compensation or ...
Nader Virk, Mohsin Sadaqat, Hilal A. Butt, Giulia Fantini   +3 more
wiley   +1 more source

Composite control Lyapunov functions for robust stabilization of constrained uncertain dynamical systems [PDF]

, 2013
This work presents innovative scientific results on the robust stabilization of constrained uncertain dynamical systems via Lyapunov-based state feedback control.
GRAMMATICO, SERGIO
core  

Fiscal Policy Regimes in Resource‐Rich Economies

Journal of Applied Econometrics, EarlyView.
ABSTRACT We analyse fiscal policy in resource‐rich economies using a novel Bayesian regime‐switching panel model. The identified regimes capture pro‐ or countercyclical fiscal behaviour by allowing regime‐specific shifts in the average fiscal stance, while the switches between the regimes have the interpretation of changes in fiscal policy.
Hilde C. Bjørnland, Roberto Casarin, Marco Lorusso, Francesco Ravazzolo   +3 more
wiley   +1 more source

Linking Age‐Diversity Practices and Company Ratings Over Time: Evidence From Employer Reviews and a Longitudinal Experiment

Journal of Organizational Behavior, EarlyView.
ABSTRACT As global populations age, organizations face increasing pressure to support an age‐diverse workforce. Although age‐diversity practices have been shown to yield individual benefits, their temporal impact on broader evaluations of the organization such as employees' company ratings remains underexplored.
Claudia C. Kitz, Kyriaki Fousiani, Susanne Scheibe, Raphael Eppler‐Hattab   +3 more
wiley   +1 more source

Degradation kinetics of postharvest quality attributes of rocket leaves grown under different nitrogen rates

Journal of the Science of Food and Agriculture, EarlyView.
Abstract BACKGROUND Diplotaxis tenuifolia L. cv Dallas (rocket leaves) is one of the most widely consumed fresh‐cut salad vegetables in Europe, especially in southern Italy, being appreciated for its pungent taste and health promoting phytochemicals. However, its short postharvest shelf‐life is still a major drawback.
Aysha Saleem, Maria Luisa Amodio, Pramod V Mahajan, Maria Gonnella, Lucia Bonelli, Giancarlo Colelli   +5 more
wiley   +1 more source

Italian International Trauma Questionnaire for Children and Adolescents: Factor structure, measurement invariance, and validity in community and high‐risk samples

Journal of Traumatic Stress, EarlyView.
Abstract Complex posttraumatic stress disorder (CPTSD) is recognized as a distinct diagnosis in the ICD‐11. The International Trauma Questionnaire for Children and Adolescents (ITQ‐CA) assesses CPTSD symptoms in youth aged 7–17 years; however, no validated Italian version is currently available.
Marvita Goffredo, Alessandro Costantini, Gabrielle Coppola, Pasquale Musso, Michele Simeone, Jonathan I Bisson, Marylene Cloitre, Francesco Mancini, Maria Grazia Foschino Barbaro   +8 more
wiley   +1 more source

Beyond Chemical Compliance: A Critical Review Toward Microbiome‐Informed Ecological Exit Criteria for Bioremediated Soils

Land Degradation &Development, EarlyView.
ABSTRACT Chemical compliance remains the usual endpoint for closing contaminated‐soil remediation projects, although it does not establish recovery of soil function or the durability of the post‐treatment state. This critical review examines when microbiological evidence can contribute to ecological closure decisions.
Mariusz Cycoń
wiley   +1 more source