Testing for Sufficient Follow-Up in Survival Data With a Cure Fraction. [PDF]
Biom JYuen TP, Musta E.
europepmc +1 more source
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 +3 more
wiley +1 more source
Estimating average causal effects with incomplete exposure and confounders. [PDF]
J Causal InferenceWen L, McGee G.
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 +3 more
wiley +1 more source
Dynamic Long-Term Prediction With Intermediate Event Information: A Flexible Model With Bivariate Time-Varying Coefficients. [PDF]
Stat MedWang Y, Li W, Li R, Ning J.
europepmc +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 +3 more
wiley +1 more source
Unified Estimation Method for Partially Linear Models With Nonmonotone Missing at Random Data. [PDF]
Biom JZhao Y.
europepmc +1 more source
Nonparametric Efficiency Analysis: A Multivariate Conditional Quantile Approach . [PDF]
Daouia, Abdelaati, Simar, Léopold
core +1 more source
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 +4 more
wiley +1 more source
Recanting Twins: Addressing Intermediate Confounding in Mediation Analysis. [PDF]
Stat MedVo TT +4 more
europepmc +1 more source