Results 91 to 100 of about 314,849 (334)

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

Journal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch, Candace Berrett, Mason Ferlic, Kimberly F. Sellers   +3 more
wiley   +1 more source

Good faith in the reform of insurance law [PDF]

, 2004
Article by Professor John Birds, University of Sheffield published in Amicus Curiae - Journal of the Society for Advanced Legal Studies. The Journal is produced by the Society for Advanced Legal Studies at the Institute of Advanced Legal Studies ...
Birds, John
core  

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

Employment and Working Conditions of Selected Types of Platform Work [PDF]

, 2018
Platform work is a form of employment that uses an online platform to match the supply of and demand for paid labour. In Europe, platform work is still small in scale but is rapidly developing.
de Groen, Willem Pieter, Kilhoffer, Zachary, Lenaerts, Karolien, Mandl, Irene   +3 more
core   +1 more source

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

Breaking New Ground in Switzerland: Work Visa and Labour Law Aspects [PDF]

, 2006
[Excerpt] The purpose of this memorandum is to provide a general overview of Swiss Labour Law. This document however, is only a summary and does not explore every issue in detail.
Baker & McKenzie
core   +1 more source

Why Do Hedgers Hedge? The Role of Ambiguity

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley   +1 more source

Household debt and credit : economic issues and data problems [PDF]

, 2007
We survey contributions to the analysis of household liabilities, highlighting relevant theoretical aspects and outlining how data sources may support empirical testing and measurement efforts.
Alessie, Alessie, Artle, Attanasio, Ausubel, Ausubel, Bertaut, Bertaut, Bertola, Bertola, Bertola, Bridges, Brito, Brugiavini, Calder, Campbell, Carling, Carroll, Carroll, Carroll, Crook, Deaton, Djankov, Domowitz, Engelhardt, Engelhardt, Engen, Fay, Fortin, Fratantoni, Gropp, Gross, Gross, Guiso, Guiso, Guiso, Haliassos, Hendel, Hochguertel, Hochguertel, Jappelli, Jappelli, Jappelli, Jentzsch, Jones, Juster, Kimball, Laibson, Leece, Low, Maki, Mannering, Mariger, OECD, Petersen, Poterba, Poterba, Roszbach, Runkle, Sheiner, Stiglitz, Zeldes   +61 more
core   +2 more sources

Quadratic Hedging of American Options Under GARCH Models

Journal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Do Insurers Have to Pay for Bad Behaviour in Settling Claims? Legal Aspects of Insurers' Wrongful Claims Handling [PDF]

, 2011
: This article presents a comparative legal analysis of wrongful claims handling by insurance companies in indemnity and liability insurance. From the outset, it is clear that it may be difficult to draw the line between legitimate claims denial and ...
Boom, W.H. (Willem) van
core