Robust Distributed High-Dimensional Regression: A Convoluted Rank Approach. [PDF]
Wu M.
europepmc +1 more source
Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets
ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui +3 more
wiley +1 more source
Simulation based new method for population variance using auxiliary information. [PDF]
Ahmadini AAH +5 more
europepmc +1 more source
Interplay Between Green Investment and Market Price Premia in Global Shipping
ABSTRACT Existing research emphasises that the driver of green investment is its future profitability. This paper shows that other investors' decisions also influence green investment. We take the example of scrubber installation in shipping, which is optional by regulation but has an established market for trading its underlying asset.
Yao Shi +4 more
wiley +1 more source
A dual mode approach based efficient relay-aided device-to-device communication in 5G mm-Wave cellular network. [PDF]
Sarma SS, Hazra R.
europepmc +1 more source
On the Evolution of the Stock Market Efficiency: Evidence From Emerging Markets
ABSTRACT The study of market efficiency is one of the most covered topics in the field of financial markets, with the Efficient Market Hypothesis gathering devotees as well as several critics. The perception of markets as agents with an adaptive nature gave rise to the Adaptive Market Hypothesis (AMH).
Júlio Lobão, Luís Pacheco, Nuno Cruz
wiley +1 more source
Incorporating Auxiliary Variables to Improve the Efficiency of Time-Varying Treatment Effect Estimation. [PDF]
Shi J, Wu Z, Dempsey W.
europepmc +1 more source
Estimating Interaction Effects With Panel Data
ABSTRACT This paper analyzes how interaction effects can be consistently estimated under economically plausible assumptions in linear panel models with a fixed T$$ T $$‐dimension. We advocate for a correlated interaction term effects (CITE) estimator and show that it is consistent under conditions that are not sufficient for consistency of the ...
Chris Muris, Konstantin M. Wacker
wiley +1 more source
SFD-YOLO for small-object fragment impact detection in warhead target-plate testing. [PDF]
Liu H, Ding Y, You W, Li Y.
europepmc +1 more source
Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley +1 more source

