When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
Journal of Forecasting, EarlyView.ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source
Does China's corporate two-way foreign direct investment mitigate environmental pollution? [PDF]
PLoS OneYang F, Chen T, Han L, Wang S.
europepmc +1 more source
Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach
Journal of Forecasting, EarlyView.ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley +1 more source
Harnessing artificial intelligence for sustainable urban development: advancing the three Zeros method through innovation and infrastructure. [PDF]
Sci RepMusa M, Rahman T, Deb N, Rahman P.
europepmc +1 more source
Food Safety and Health, EarlyView.A conceptual framework of virtual water showing its sources, major applications, components of the virtual water footprint, and emerging future directions. The diagram emphasizes the growing role of virtual water in global sustainability and resource planning.
Priti Bhowmik +2 more
wiley +1 more source
Investment attractiveness in BRICS+ economies: Evaluating business environment reforms, institutional quality, and macroeconomic factors. [PDF]
PLoS OneTachega MA +6 more
europepmc +1 more source
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis
Journal of Futures Markets, EarlyView.ABSTRACT This paper revisits the relationship between the US dollar and cross‐currency basis (XCB) swap spreads. We show that the strength and direction of this relationship depend on the prevailing regime of the broad dollar. The evidence suggests that the well‐documented “dollar appreciates, basis widens” result holds primarily when the dollar is in ...
Daniel Felix Ahelegbey +2 more
wiley +1 more source
A Wake-Up Call: Can Africa Sustain HIV/AIDS Programs Without Foreign Aid? [PDF]
Health Sci RepUwishema O +3 more
europepmc +1 more source
Highly Educated, New Foreign Workers' Acculturation and Coping Mechanisms in a Large Korean Company
Human Resource Development Quarterly, EarlyView.ABSTRACT The need for skilled foreign workers in South Korea (Korea hereafter) has grown substantially due Korea's changing workforce demographics, skill mismatch, transformation of business portfolios, and the pursuit of globalized business. As a result, large Korean companies have begun to recruit highly educated foreign workers for global talent ...
Dae Seok Chai
wiley +1 more source
The Economic and Public Health Burden of Foodborne Illness in Somalia: Prevalence, Costs, and Policy Imperatives. [PDF]
Public Health ChallAbdullahi YB +5 more
europepmc +1 more source