Results 191 to 200 of about 51,563 (265)

Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We propose a general variable selection procedure to identify key input variables by applying elastic net regression to representative subdata in place of the full sample to select variables. We combine the lists of selected variables from each subdata through ensemble techniques, using the frequency of selecting the variable across different ...
Ching‐Chi Yang   +3 more
wiley   +1 more source

Forecasting House Prices: The Role of Market Interconnectedness

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen   +3 more
wiley   +1 more source

The Role of Price‐Volatility Cojumps in Volatility Forecasting

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley   +1 more source

Why Do Hedgers Hedge? The Role of Ambiguity

open access: yesJournal 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

A systematic review of sustainable food systems identifies socio-economic pathways driving food systems transformations. [PDF]

open access: yesNat Food
Chrisendo D   +15 more
europepmc   +1 more source

Unlocking the Future of Insurance: The Power of Open Data, Digital Transformation, and Human Talent

open access: yesHuman Resource Development Quarterly, EarlyView.
ABSTRACT Despite rapid technological advancement in insurance, there remains a critical gap in understanding how open data initiatives affect employee digital competencies and organizational transformation. This research investigates this relationship through a systematic review of 51 scholarly articles published between 2018 and 2024, using structured
Narongsak Sukma, Siriporn Yamnill
wiley   +1 more source

Risk attitude and risk perceptions of climate change among Indian cotton farmers. [PDF]

open access: yesSci Rep
Diyyala R   +6 more
europepmc   +1 more source

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