Results 151 to 160 of about 1,950,938 (331)

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

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

A Fast, Simple, and Stable Chebyshev-Legendre Transform Using an Asymptotic Formula

SIAM Journal on Scientific Computing, 2014
Nicholas Hale, Alex Townsend
semanticscholar   +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

Competing Demographic Drivers of Hospital Expenditures: Coexistence of the Red Herring and the Steepening Effects

Health Economics, EarlyView.
ABSTRACT The fiscal sustainability of healthcare systems is increasingly strained by aging populations with two competing hypotheses dominating the literature. The Red Herring Hypothesis suggests that healthcare expenditures are driven more by proximity to death than by chronological age, while the Steepening Hypothesis examines whether expenditures ...
Malene Kallestrup‐Lamb, Alexander O. K. Marin, Jes Søgaard   +2 more
wiley   +1 more source

Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets

International Journal of Finance &Economics, EarlyView.
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, Shang Wang, Jingmin Liang, Nikos K. Nomikos   +3 more
wiley   +1 more source

Estimating Interaction Effects With Panel Data

Journal of Applied Econometrics, EarlyView.
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

Exploring the Role of Dysregulated Arousal in the Relationship Between Trauma and Addictive Behaviors Among College Students

Journal of Counseling &Development, EarlyView.
ABSTRACT The relationship between trauma and addictive behaviors is well‐established, yet factors mediating this relationship remain understudied. Given the prevalence of addictive behaviors among collegiate populations, we used path analysis to explore the mediating role of arousal dysregulation in the relationship between childhood trauma and a ...
Amanda L. Giordano, Kate M. Dorrough, Deborah L. Smith, Peitao Zhu   +3 more
wiley   +1 more source

Cyclothymic‐hypersensitive temperament in early adolescence: Longitudinal measurement invariance and associations with psychopathology over time

JCPP Advances, EarlyView.
Abstract Background Cyclothymic‐Hypersensitive Temperament (CHT) is characterised by mood instability, interpersonal hypersensitivity, and emotional hyperreactivity, traits frequently observed in general population as well as clinical settings but often eluding strict diagnostic classifications.
Anna Pezzella, Pietro Buono, Nadia Marani, Luisa Almerico, Alessandra Carta, Maria Nobile, Carmela Bravaccio, Gennaro Catone, Vincenzo Paolo Senese, Simone Pisano   +9 more
wiley   +1 more source