Results 121 to 130 of about 192,869 (306)
Flexible multivariate GARCH modeling with an application to international stock markets [PDF]
The goal of this paper is to estimate time-varying covariance matrices. Since the covariance matrix of financial returns is known to change through time and is an essential ingredient in risk measurement, portfolio selection, and tests of asset pricing ...
Michael Wolf +2 more
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Applied Economic Perspectives and Policy, EarlyView.ABSTRACT This study examines the official announcement effect of the Market Facilitation Program (MFP) and the Coronavirus Food Assistance Program (CFAP) on the corn and soybean futures market. Using a permutation test and a 2‐stage GLS model, we find no significant official announcement effect.
Zhining Sun +3 more
wiley +1 more source
Foreign labor, peer‐networking and agricultural efficiency in the Italian dairy sector
Agribusiness, EarlyView.Abstract While the presence of immigrants in the agricultural sector is widely acknowledged, the empirical evidence on its economic consequences is lacking, especially from a microeconomic perspective. Using the Farm Accountancy Data Network panel data for Italian dairy farms in the period 2008–2018, the present study investigates the relationship ...
Federico Antonioli +2 more
wiley +1 more source
Application of regularized covariance matrices in logistic regression and portfolio optimization
Scientific ReportsCovariance estimation has widespread applications in various fields such as logistic regression and portfolio optimization. However, in high-dimensional or small-sample scenarios, traditional covariance matrix estimation often encounters the problem of ...
Fang Sun, Xiaoqing Huang
doaj +1 more source
A new structure for error covariance matrices and their adaptive estimation in EnKF assimilation [PDF]
, 2012 Guocan Wu +5 more
openalex +1 more source
Agribusiness, EarlyView.ABSTRACT Africa's cultural and colonial heritage has profoundly segmented rice markets. Whereas in ancient centers of rice domestication, consumers maintained preferences for local rice consistent with their cultural heritage, preferences have shifted toward imported Asian rice in coastal areas around seaports, due to prior exposure to colonial import ...
Kofi Britwum, Matty Demont
wiley +1 more source
International Transactions on Electrical Energy SystemsA mathematical model of a double-star permanent magnet synchronous motor is proposed, coupled with an estimator for speed, position, and currents based on an extended Kalman filter. This filter is optimized using a novel methodology.
Badreddine Naas +3 more
doaj +1 more source
On the estimation of integrated covariance matrices of high dimensional diffusion processes [PDF]
, 2011 Xinghua Zheng, Yingying Li
openalex +1 more source
Price Premiums for Single‐Name and Compound‐Name Geographical Indications in Swiss Cheese Trade
Agribusiness, EarlyView.ABSTRACT Geographical indications (GIs) have become increasingly important in agri‐food markets, especially in Europe. For Swiss cheese imports and exports, we analyze whether GIs are associated with higher trade prices. We find that price premiums can be obtained for both exports and imports. However, this is only the case for cheeses with single name
Judith Irek
wiley +1 more source
Agribusiness, EarlyView.ABSTRACT Social tensions and resource depletion pose significant challenges to the agri‐food sector, highlighting the need for coordinated strategies to ensure sustainability in supply chains. Despite its critical importance, the relationship between coordination mechanisms and sustainability performance remains underexplored.
Carlos Moreno‐Miranda, Liesbeth Dries
wiley +1 more source