Results 291 to 300 of about 1,351,044 (341)

Can aid foster Africa's attainment of a just energy transition and external debt sustainability? [PDF]

Heliyon
Nsakaza K, Chilipaine TI.
europepmc   +1 more source

Market Consistent Valuation for Bitcoin Options With Long Memory in Conditional Volatility and Conditional Non‐Normality

Journal of Futures Markets, Volume 45, Issue 8, Page 917-945, August 2025.
ABSTRACT This paper investigates the economic consequences for Bitcoin options' prices of a long memory in conditional volatility and conditional non‐normality of Bitcoin returns. The arbitrage‐free prices of Bitcoin options are determined by market consistent valuation and the conditional Esscher transform. Monte Carlo estimates for option prices from
Tak Kuen Siu
wiley   +1 more source

Assessing competitiveness and complementarity in agricultural trade between China and Cambodia pre-pandemic and post-pandemic. [PDF]

PLoS One
Tao Z, Ramasamy SS, Naktnasukanjn N, Ying F.   +3 more
europepmc   +1 more source

The Reaction of Corn Futures Markets to US and Brazilian Crop Reports

Journal of Futures Markets, EarlyView.
ABSTRACT The purpose of this study is to examine the impact of US (WASDE) and Brazilian (CONAB) crop reports on corn futures prices and trading volumes in both the US and Brazilian markets. Employing an intraday announcement analysis, we investigate how return volatilities and trading volumes respond to the release of these reports.
Rodrigo Lanna Franco da Silveira, Renato Moraes Silva, Fabio L. Mattos, José César Cruz Júnior, Daniel Henrique Dario Capitani   +4 more
wiley   +1 more source

Empirical study on the relationship between economic growth and implied carbon emissions in Western China's undertaking of international industrial transfer. [PDF]

Sci Rep
Wang Y, Wang L, Wang Y, Wu Y, Li M, Wang X, Zhou W.   +6 more
europepmc   +1 more source

The Silent Disco—Speculation in Bearish Commodity Markets and the Role of Liquidity

Journal of Futures Markets, EarlyView.
ABSTRACT This paper analyzes the possibility of speculative traders influencing the prices of commodity futures in the presence of liquidity constraints. We identify phases of price explosiveness following Phillips, Shi, and Yu and use a series of multinomial logistic models to analyze the influence of speculators on the probability of these explosive ...
Chanaka N. Ganepola, Beyza Mina Ordu‐Akkaya   +1 more
wiley   +1 more source

Quantitative Assessment of the Risk of Introduction of Brucellosis From Ethiopia Into Germany Through the Importation of Small Ruminants. [PDF]

Vet Med Int
Gutema Wegi F.
europepmc   +1 more source

Systemic Credit Risk Premium: Insights From Credit Derivatives Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This study examines the market‐implied premiums for bearing systemic credit risk by analyzing credit derivatives on the CDX North American Investment Grade portfolio from September 2005 to March 2021. We construct systemic credit risk premium (SCRP) as the difference between the observed prices of multiname super‐senior tranches and their ...
Kiwoong Byun, Baeho Kim, Dong Hwan Oh
wiley   +1 more source

Safeguarding health in bilateral investment treaties: the Uruguayan experience. [PDF]

Global Health
Ares G, Brunet G, Patay D, Thow AM.
europepmc   +1 more source

Uncertainty and enterprise export recovery in China: Does the market integration matter? [PDF]

PLoS One
Zhu X, Lv K, Gao J.
europepmc   +1 more source