Results 61 to 70 of about 463,352 (288)

Climate Risks and the Risk Premia of AI Stocks: Some Forecasting Experiments

Journal of Forecasting, EarlyView.
ABSTRACT This study examines whether physical and transition climate‐risk measures predict the risk premia of AI‐related stocks, and whether incorporating these risks improves forecast performance relative to benchmark models. The findings suggest that global transition climate shocks lower the premia of AI stocks, while US climate policy increases ...
Afees A. Salisu, Abeeb O. Olaniran
wiley   +1 more source

Delta Hedging in Financial Engineering: Towards a Model-Free Approach [PDF]

Delta hedging, which plays a crucial rôle in modern financial engineering, is a tracking control design for a "risk-free" management. We utilize the existence of trends in financial time series (Fliess M., Join C.: A mathematical proof of the existence ...
Michel Fliess, Cédric Join
core  

Volatility Formation in Dairy Futures: Fundamentals, Public Information, and Processing Ambiguity

Journal of Futures Markets, EarlyView.
ABSTRACT Class III milk futures cash‐settle to an administered price based on weekly component prices, creating a predictable within‐month flow of settlement‐relevant information. This paper studies drivers of cross‐month variation in realized volatility in this formula‐settled market.
Xiaodong Du
wiley   +1 more source

Tail Risk Transmission in Agricultural and Energy Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey, Roberto Casarin, Luigi Grossi   +3 more
wiley   +1 more source

Comparing conditional hedging strategies. [PDF]

The traditional approach to discriminate amongst two competing hedging strategies is to compare the sample portfolio return variance implied by each strategy. This simple approach suffers from two drawbacks.
de Ville, e Goyet, C
core  

Delayed rainfall diminishes the positive response of soil respiration to warming

Grassland Research, EarlyView.
Warming stimulates soil respiration and its components, while delayed rainfall suppresses them. Crucially, delayed rainfall diminishes or even reverses the positive response of soil respiration to warming by intensifying the drought stress, and autotrophic respiration is more vulnerable than heterotrophic respiration under this interaction.
Shuotian Lai, Changlin Xu, Wenao Wu, Weixin Cheng, Biao Zhu   +4 more
wiley   +1 more source

Delta High P.T.A. Officers

, 1965
Left to Right: Mrs. Ronald Wright-Secretary, Mrs. Robert Clark-President, Mrs. Dorcey Sabey-Vice President being presented the P.T.A. duties by Mrs.

core   +1 more source

Knowledge sourcing, geopolitics, and FDI: An empirical analysis on the US green and digital sectors

Global Strategy Journal, EarlyView.
Abstract Research Summary This paper examines how foreign direct investment (FDI) shapes firms' sourcing of knowledge in the digital and green domains under rising geopolitical frictions. We assemble a firm–country dyadic panel (2013–2020) linking US patent backward citations to firms' FDI, enriched with bilateral geopolitical distance and host‐country
Alberto Maria Radici
wiley   +1 more source

Delta and Gamma hedging of mortality and interest rate risk [PDF]

This paper studies the hedging problem of life insurance policies, when the mortality and interest rates are stochastic. We focus primar- ily on stochastic mortality. We represent death arrival as the rst jump time of a doubly stochastic process, i.e.
Elisa Luciano, Luca Regis, Elena Vigna
core  

Research progress on the depth of anesthesia monitoring based on the electroencephalogram

Ibrain, Volume 11, Issue 1, Page 32-43, Spring 2025.
Electroencephalogram (EEG) can noninvasive, continuous, and real‐time monitor the state of brain electrical activity, and the monitoring of EEG can reflect changes in the depth of anesthesia (DOA). The development of artificial intelligence can enable anesthesiologists to extract, analyze, and quantify DOA from complex EEG data.
Xiaolan He, Tingting Li, Xiao Wang
wiley   +1 more source