Results 61 to 70 of about 9,176 (182)

Abstracts

open access: yesMolecular Oncology, Volume 20, Issue S1, Page 1-692, August 2026.
Abstracts submitted to the ‘EACR 2026 Congress: Innovative Cancer Science’, from 08–11 June 2026 and accepted by the Congress Organising Committee are published in this Supplement of Molecular Oncology, an affiliated journal of the European Association for Cancer Research (EACR).
wiley   +1 more source

From the Modeling of Experiments to the Ab Initio Prediction of Rate Constants: Statistical Rate Theory for a Quantitative Understanding of Gas‐Phase Ion Chemistry

open access: yesChemPhysChem, Volume 27, Issue 8, 28 April 2026.
For directly comparing experimental results on gas‐phase ion reactions with the predictions from quantum chemical calculations, the latter must first be converted into rate constants. This review addresses the question of whether current methods of statistical rate theory can accomplish this task reliably. Statistical rate theory has long been used for
Thomas Auth, Konrad Koszinowski
wiley   +1 more source

Dynamics of currency–stock market linkages: Conditional correlations, structural changes, and statistical anomalies

open access: yesJournal of Economics and Management
Aim/purpose – The study aimed to analyze the interrelationships between the stock market and the currency market in selected G10 countries – Germany, Japan, Canada, Sweden, Switzerland, and the United Kingdom – with particular emphasis on the association
Franczak Łucja
doaj   +1 more source

Measuring Dynamics of Risk and Performance of Sector Indices on Zagreb Stock Exchange

open access: yesCroatian Review of Economic, Business and Social Statistics, 2015
Investors are interested in sector diversification on stock markets among other important portfolio topics. This paper looks at five sector indices on Croatian capital market as an example of a small, relatively illiquid market.
Škrinjarić Tihana
doaj   +1 more source

Modelling the implied volatility – A case of EUR/PLN currency options

open access: yesInternational Journal of Management and Economics
Implied volatility, quoted by market makers for Over-the-Counter foreign exchange options, constructs a volatility surface that facilitates the pricing of all vanilla contracts.
Mielus Piotr
doaj   +1 more source

Dynamic Portfolio Selection on Croatian Financial Markets: MGARCH Approach

open access: yesBusiness Systems Research, 2016
Background: Investors on financial markets are interested in finding trading strategies which could enable them to beat the market. They always look for best possibilities to achieve above-average returns and manage risks successfully. MGARCH methodology
Škrinjarić Tihana, Šego Boško
doaj   +1 more source

Achieving Portfolio Diversification through Cryptocurrencies in European Markets

open access: yesBusiness Systems Research, 2019
Background: Cryptocurrencies represent a specific technological innovation in financial markets that keeps getting more and more popular among investors around the world. Given the specific characteristics of the cryptocurrencies, this paper examines the
Pavković Ana   +2 more
doaj   +1 more source

Contagion and Stock Interdependence in the BRIC+M Block

open access: yesEconomía Teoría y Práctica, 2018
El objetivo del presente trabajo es analizar el efecto contagio entre los mercados de capital del bloque BRIC+M (Brasil, Rusia, India, China más México).
Magnolia Miriam Sosa Castro   +2 more
doaj   +1 more source

The Impact of Stock Prices of Polluting Energy Sources on Renewable Energy Stock Index Prices

open access: yesFolia Oeconomica Stetinensia
The link between the price of polluting energy supplies and the renewable energy stock index may be intricate and subtle. Investors need to conduct thorough inquiries and analyses to completely understand the correlation between these industries.
Serap Vurur N.   +3 more
doaj   +1 more source

What drives food price volatility? Evidence based on a generalized VAR approach applied to the food, financial and energy markets

open access: yesEconomics: Journal Articles, 2019
The aim of this study is to investigate sources of food prices volatility. The analysis uses daily series for volatility of corn, soybean, wheat, rice, US dollar, crude oil, and SP500 futures spanning the period January 4, 2000 to April 1, 2017.
Śmiech Sławomir   +3 more
doaj   +1 more source

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