Understanding Navon: A detailed structural and conceptual analysis of a basic local-global task. [PDF]
Psychon Bull RevSchweigkofler F +5 more
europepmc +1 more source
An Untapped and Undocumented Butterfly Diversity in a Rapidly Urbanizing and Fragmenting Forest Habitat in Pokhara, Nepal: First Checklist and Implications for Conservation and Ecotourism. [PDF]
Ecol EvolKc S.
europepmc +1 more source
Multimodal deep learning for international investment arbitration outcome prediction and bilateral investment agreement negotiation strategy optimization. [PDF]
Sci RepWu H, Xu J.
europepmc +1 more source
Home electricity data generator (HEDGE): An open-access tool for the generation of electric vehicle, residential demand, and PV generation profiles. [PDF]
MethodsXCharbonnier F, Morstyn T, McCulloch M.
europepmc +1 more source
mRNA and Next-Generation Vaccine Platforms for Pandemic Influenza Preparedness. [PDF]
Vaccines (Basel)Bright RA.
europepmc +1 more source
Efficient and accurate tiller counting of hand-collected samples using images of straw bundles. [PDF]
MethodsXSaravanan G +4 more
europepmc +1 more source
Cash Ethanol Cross-Hedging Opportunities
, 2002 Increased use of alternative fuels and low commodity prices have contributed to the recent expansion of the U.S. ethanol industry. As with any competitive industry, some level of output price risk exists in the form of volatility; yet, no actively traded ethanol futures market exists to mitigate output price risk.
Franken, Jason R.V. +3 more
core +5 more sources
Is Minimum Variance Hedging Necessary for Equity Indices? A Study of Hedging and Cross-Hedging Exchange Traded Funds [PDF]
SSRN Electronic Journal, 2005 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 iShare) and their corresponding index futures we examine the performance of minimum variance hedges for ...
Carol Alexander, Andreza Barbosa
openaire +2 more sources
Hedging and Cross-hedging ETFs [PDF]
, 2007 This paper presents an empirical study of hedging the four largest US index exchange traded funds (ETFs). When hedging each ETF position with its own index futures we find that it is difficult to improve on the naïve 1:1 futures hedge, that hedging is less effective around the time of dividend payments, and that hedged portfolio returns tend to have ...
Carol Alexander, Andreza Barbosa
openaire +1 more source
, 2000 This study examines the feasibility of cross-hedging cottonseed meal with soybean meal futures. The Bayesian tests for market efficiency on the cash and futures price data soundly rejects the presence of nonstationary root. The simple linear regression of cottonseed meal cash prices on soybean meal futures provides a direct price movement relationship.
Rahman, Shaikh Mahfuzur +2 more
core +7 more sources