An empirical Bayes approach to normalization and differential abundance testing for microbiome data. [PDF]
BMC Bioinformatics, 2020 Liu T, Zhao H, Wang T.
europepmc +1 more source
Climate Change Laws and European Stock Markets: An Event Analysis
International Journal of Finance &Economics, EarlyView.ABSTRACT Under the context of the climate change we assess the impact of EU's legislative initiative on European stock markets. Specifically, we focus on its impact on energy and Environmental Social Governance (ESG) sectors for equity returns and volatility for a representative basket of EU countries (participating also in Eurozone) as well as ...
Theodoros Bratis +2 more
wiley +1 more source
Operating Capacity, Pricing and Supply Elasticity in Container Shipping Markets
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the channels through which changes in operating capacity influence freight rates in the container shipping market using a novel dataset to create an operating capacity index at the shipping‐route level. Our analysis reveals that when supply elasticity is low, an increase in operating capacity tends to drive freight rates upward,
Cong Sui +3 more
wiley +1 more source
Sequential empirical Bayes method for filtering dynamic spatiotemporal processes [PDF]
, 2017 Evangelos Evangelou, Vasileios Maroulas
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Alternative Price Dynamics and Valuation of Flexible Strategies
International Journal of Finance &Economics, EarlyView.ABSTRACT In this article, we study the optimal operational strategy of production projects. We investigate different underlying price models and determine the optimal barriers of transition to suspension, recovery, or irreversible abandonment of productive activity.
Cristina Bertolosi +2 more
wiley +1 more source
A Scalable Empirical Bayes Approach to Variable Selection in Generalized Linear Models. [PDF]
J Comput Graph Stat, 2020 Bar HY, Booth JG, Wells MT.
europepmc +1 more source
Smooth Empirical Bayes Estimation of Observation Error Variances in Linear Systems
, 1972 Harry F. Martz, M. W. LIAN
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Genome-wide association analysis of GAW17 data using an empirical Bayes variable selection [PDF]
, 2011 Vitara Pungpapong +4 more
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Inconsistency of the Capital Asset Pricing Model in a Multi‐Currency Environment
International Journal of Finance &Economics, EarlyView.ABSTRACT The capital asset pricing model (CAPM) is a widely adopted model in asset pricing theory and portfolio construction because of its intuitive nature. One of its main conclusions is that there exists a global market portfolio that each rational investor should hold in proportion to the risk‐free asset. In this paper, we demonstrate theoretically
Khalifa Al‐Thani +4 more
wiley +1 more source
Empirical Bayes shrinkage and false discovery rate estimation, allowing for unwanted variation. [PDF]
Biostatistics, 2020 Gerard D, Stephens M.
europepmc +1 more source