Results 231 to 240 of about 241,711 (290)

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Early onset of stomatal closure confounds current interpretations and applications of iso-/anisohydry theory. [PDF]

New Phytol
Arend M, Peters RL, Zahnd C, Ognjenovic M, Hoch G, Kahmen A.   +5 more
europepmc   +1 more source

Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes

Journal of Futures Markets, EarlyView.
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, Onur Polat   +3 more
wiley   +1 more source

Free Vibration Analysis of Thin Functionally Graded Plate Bands with Microstructure as a Function of Material Inhomogeneity Distribution and Boundary Conditions. [PDF]

Materials (Basel)
Jędrysiak J, Kaźmierczak-Sobińska M.
europepmc   +1 more source

The Impact of Democratization and Globalization on Environmental Sustainability in Brazil

Geological Journal, EarlyView.
Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu, Mehmet Metin Dam, Serdar Ongan, Andrew Adewale Alola   +3 more
wiley   +1 more source

Great Ape Childhoods: Social and Spatial Pathways to Independence in Bonobo and Chimpanzee Infants. [PDF]

Dev Sci
Vlaeyen JMR, van Boekholt B, Wegdell F, Katumba R, Berghänel A, Surbeck M, Pika S.   +6 more
europepmc   +1 more source

The Energy Dilemma: Does Energy Security Risk and Renewable Energy Affect Fossil Material Footprint? Policy Framework for Securing SDGs

Geological Journal, EarlyView.
Energy security risk has a positive impact on material footprint. Renewable energy consumption reduces material footprint. ABSTRACT Following a high economic growth path, the group of G7 economies is found to be utilising more and more material, causing a material footprint (MF), which in turn contributes to pollution.
Serhat Çamkaya, Faiza Saleem, Afshan Hamid, Magdalena Radulescu, Ahsan Anwar   +4 more
wiley   +1 more source

Parental concerns correspond to earliest age of autism diagnosis in increased likelihood infant cohort. [PDF]

Front Child Adolesc Psychiatry
Clintberg K, Sacrey LR, Zwaigenbaum L, Brian JA, Szatmari P, Vaillancourt T.   +5 more
europepmc   +1 more source

Effect of Austerity Measures on Infant Mortality: Evidence From Greece

Health Economics, EarlyView.
ABSTRACT Governments frequently adopt austerity policies when facing economic crises, yet their long‐term consequences for population health remain incompletely understood. This paper examines the impact of large‐scale fiscal austerity on infant mortality by exploiting the Troika‐led economic adjustment program implemented in Greece beginning in 2010 ...
Robert J. Kolesar, Rok Spruk
wiley   +1 more source

Apparent Pathologies in Stochastic Entropy Production in the Thermalisation of an Open Two-Level Quantum System. [PDF]

Entropy (Basel)
Dexter J, Ford IJ.
europepmc   +1 more source