Results 151 to 160 of about 4,182,376 (355)
Market volatility and skewness risks in China
International Review of Economics & FinanceWe examine the pricing of the risk-neutral market volatility and skewness risks in the cross-section of stocks in China. We find that stocks with high exposures to innovations in volatility or skewness exhibit low expected returns.
Fang Zhen
doaj +1 more source
Is Minimum Variance Hedging Necessary for Equity Indices? A study of Hedging and Cross-Hedging Exchange Traded Funds [PDF]
This paper investigates the optimal short-term hedging of Exchange Traded Fund (ETF) portfolios with index futures. Using daily data from May 2000 to December 2004 on the four largest passive ETFs (the Spider, the Diamond, the Cubes and the Russell ...
Andreza Barbosa, Carol Alexander
core
Magnetic Resonance in Medicine, EarlyView.ABSTRACT Purpose Dynamic contrast‐enhanced MRI (DCE‐MRI) can assess tumor perfusion using pharmacokinetic models. However, poor DCE‐MRI reproducibility from reliance on conventional T1‐weighted MRI has limited clinical translation. We evaluated whether Dynamic Contrast Enhanced‐Magnetic Resonance Fingerprinting (DCE‐MRF), which directly generates ...
Christina J. MacAskill +15 more
wiley +1 more source
Some love them, others hate them: Understanding farmers' tree planting decisions in Scotland
People and Nature, EarlyView.Abstract Agroforestry is increasingly recognized as a sustainable agricultural land use system with potential to sequester carbon, create and repair habitats, enhance biodiversity and offer environmental and socio‐economic benefits, including improved agricultural productivity.
Albert Mvula, Katrin Prager, Josie Geris
wiley +1 more source
Comparing Hedging Effectiveness: An Application of the Encompassing Principle [PDF]
An empirical methodology is developed for statistically testing the hedging effectiveness among competing futures contracts. The presented methodology is based on the encompassing principle, widely used in the forecasting literature, and applied here to ...
Manfredo, Mark R., Sanders, Dwight R.
core +1 more source
Growing trees on farms: Navigating the goals and values of farmers
People and Nature, EarlyView.Abstract Agricultural landscapes represent critical contexts for advancing policy objectives related to tree cover expansion. This paper explores how farmers' values influence their willingness or ability to grow trees on farms. Research is based on 49 interviews and two focus groups with farmers in England and draws on two social science research ...
Stephen McConnachie +7 more
wiley +1 more source
Hedge Ratios for short and leveraged ETFs
Atlantic Review of Economics, 2011 Exchange Traded Funds (ETFs) exist for stock-, bond- and commodity markets. In most cases the underlying of an ETF is an index. Fund management today uses the active and passive way to construct a portfolio.
Leo Schubert
doaj
Pricing and Hedging Illiquid Energy Derivatives:an Application to the JCC Index [PDF]
In this paper we discuss a simple econometric strategy for pricing and hedging illiquid financial products, such as the Japanese crude oil cocktail (JCC) index, the most popular OTC energy derivative in Japan. First, we review the existing literature for
Elisa Scarpa, Matteo Manera
core
Green pathways to mental health: Relationships between treescapes and well‐being and distress
People and Nature, EarlyView.Abstract We aimed to evaluate the mental health benefits and possible mechanisms of objective and subjective treescape exposures whilst also accounting for relationships with residential area greenspace in general. Independent variables were objective measures of residential neighbourhood tree cover density and woody linear features, and a subjective ...
Ian Alcock +5 more
wiley +1 more source