Results 191 to 200 of about 5,532 (307)

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

The sequence alignment problem: boundary conditions as the unifying principle. [PDF]

Brief Bioinform
Gagniuc PA, Gagniuc E.
europepmc   +1 more source

Estimating Semiparametric Panel Data Models by Marginal Integration

We propose a new methodology for estimating semiparametric panel data models, with a primary focus on the nonparametric component. We eliminate individual effects using first differencing transformation and estimate the unknown function by marginal ...
Qian, Junhui, Wang, Le
core  

Interplay Between Green Investment and Market Price Premia in Global Shipping

International Journal of Finance &Economics, EarlyView.
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, Nikos C. Papapostolou, Malvina Marchese, Ioannis C. Moutzouris, Angelos Efstathiou   +4 more
wiley   +1 more source

An Entropy-Based Framework for Hybrid Coalitions in Game Theory-Part I: Human Arbitration. [PDF]

Entropy (Basel)
Sepúlveda-Fontaine SA, Amigó JM.
europepmc   +1 more source

Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations

International Journal of Finance &Economics, EarlyView.
ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein, Gabriella D. Legrenzi, Scott M. R. Mahadeo   +2 more
wiley   +1 more source

Laplace Transform-Based Nonparametric Test of Exponentiality against DMRL class with preservation under the Homogeneous Poisson Shock Model and applications in survival analysis and reliability. [PDF]

PLoS One
El-Atfy ES, Gadallah AM, Alsahangiti AM, Balogun OS, Alam FMA, Bakr ME.   +5 more
europepmc   +1 more source

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
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

Global feasible path planning for pest monitoring robots in unstructured agricultural environments. [PDF]

Front Plant Sci
Shao Y, Tao F, Si P, Ji B, Li M.
europepmc   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source