Results 131 to 140 of about 51,229 (231)
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
Way More than the Sum of Their Parts: From Statistical to Structural Mixtures. [PDF]
Entropy (Basel)Crutchfield JP.
europepmc +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
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
Dynamical analysis of a time-delayed financial system with synchronization strategies. [PDF]
Sci ProgPhukan A +3 more
europepmc +1 more source
Journal of Applied Econometrics, EarlyView.ABSTRACT The effects of monetary policy shocks are regularly estimated using high‐frequency surprises in asset prices around central bank meetings as an instrument. These studies, insofar as they explicitly model the relationship between instrument and structural shock, assume a constant relationship between the instrument and the monetary policy shock.
Pooyan Amir‐Ahmadi +2 more
wiley +1 more source
A predator-prey model with age-structured role reversal. [PDF]
J Math BiolSuarez LC, Cameron MK, Fagan WF, Levy D.
europepmc +1 more source
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
On the Temporal Variability of Precipitation in Iraq: Arid‐Wet Years and Extreme Events
International Journal of Climatology, EarlyView.Daily and monthly precipitation data in Iraq display high seasonal to interdecadal variability, with arid and wet years that have very distinct seasonal cycles. Monthly rainfall is significantly correlated with the Indian Ocean Dipole. Extreme events are identified and classified as belonging to four different weather patterns, allowing to obtain daily
Ali Raheem Al‐Nassar +2 more
wiley +1 more source
Journal of Periodontology, EarlyView.Abstract Background Identifying individuals at high risk for developing peri‐implantitis (PI) and then determining the prognosis for implants with PI is crucial for treatment planning. Methods This study longitudinally followed implants from implant placement retrospectively.
Muhammad H. A. Saleh +9 more
wiley +1 more source