A distributionally robust bilevel optimization model for wholesale-retail electricity market design. [PDF]
Sci RepJia X +7 more
europepmc +1 more source
What is a better cross-hedge for energy: Equities or other commodities?
, 2018 Eric Olson, Andrew Vivian, Mark E. Wohar
openalex +2 more sources
Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Does Neuroticism Disrupt the Psychological Benefits of Nostalgia? A Meta‐analytic Test
European Journal of Personality, EarlyView., 2020 Abstract Nostalgia, a sentimental longing or wistful affection for the past, confers self‐oriented, existential, and social benefits. We examined whether nostalgic engagement is less beneficial for individuals who are high in neuroticism (i.e. emotionally unstable and prone to negative affect).
Julius Frankenbach +4 more
wiley +1 more source
Interstage market spillovers of the photovoltaic industry chain in China. [PDF]
Sci RepWang J, Li L, Shen T.
europepmc +1 more source
Currency hedging and corporate governance: A cross-country analysis [PDF]
, 2011 Uǧur Lel
openalex +1 more source
Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?
International Journal of Finance &Economics, EarlyView.ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti +1 more
wiley +1 more source
Detecting Citation Veneer in Guideline-Grounded Clinical and Public Health Large Language Model (LLM) Outputs: A Clinical Evidence Audit Grid Using CENHOV Tags. [PDF]
CureusHarada Y.
europepmc +1 more source
Dynamic Cross-Hedge Ratios: An Application of Copula Models
, 2012 Jieyuan Zhao +3 more
openalex +2 more sources
OPTIMAL HEDGING STRATEGIES FOR THE U.S. CATTLE FEEDER
Multiproduct optimal hedging for simulated cattle feeding is compared to alternative hedging strategies using weekly price data for 1983-95. Out-of-sample means and variances of hedged feeding margins using estimated hedge ratios for four commodities ...
Noussinov, Mikhail A. +1 more
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