Results 201 to 210 of about 15,849 (295)

Systemic risk in the insurance sector: A semi‐parametric approach based on Spearman's rho

Risk Management and Insurance Review, EarlyView.
Abstract We propose a new method to measure systemic risk in the global insurance sector by analyzing interconnectedness among firms under different market conditions. Using a semi‐parametric approach that relies on the Spearman correlation and copula‐based partial dependence, we assess relationships in relatively stable, extremely bullish, and ...
Leonardo Iania, Arturo Leccadito, Alessandro Staino   +2 more
wiley   +1 more source

Weighted portmanteau statistics for testing for zero autocorrelation in dependent data. [PDF]

J Appl Stat
Muriel N.
europepmc   +1 more source

Valid Inference for a Class of Models Where Standard Inference Performs Poorly; Including Nonlinear Regression, ARMA, GARCH, and Unobserved Components

, 2008
Jun Ma, Charles R. Nelson
openalex   +1 more source

Multinational transfusion practices and outcomes in haematology patients admitted to the intensive care unit

Vox Sanguinis, EarlyView.
Abstract Background and Objectives The number of critically ill patients with haematological conditions is increasing, yet transfusion practices in this population remain poorly defined. This study aimed to compare transfusion strategies in critically ill patients with versus without haematological conditions.
Caroline M. Schaap, Laurens A. Oomen, Senta Jorinde Raasveld, Jimmy Schenk, Sanne de Bruin, Merijn C. Reuland, Claudia van den Oord, Jan Bakker, Maurizio Cecconi, Aarne Feldheiser, Jens Meier, Zoe McQuilten, Thomas W. L. Scheeren, Cécile Aubron, Andrew W. J. Flint, Tarikul Hamid, Michaël Piagnerelli, Tina Tomić Mahečić, Jan Benes, Lene Russell, Hernan Aguirre‐Bermeo, Konstantina Triantafyllopoulou, Vasiliki Chantziara, Mohan Gurjar, Sheila Nainan Myatra, Vincenzo Pota, Muhammed Elhadi, Ryszard Gawda, Mafalda Mourisco, Marcus Lance, Vojislava Neskovic, Matej Podbregar, Juan V. Llau, Manual Quintana‐Diaz, Maria Cronhjort, Carmen A. Pfortmueller, Nihan Yapici, Nathan Nielsen, Harm‐Jan de Grooth, Alexander P. J. Vlaar, Bart J. Biemond, Akshay Shah, Marcella C. A. Müller, InPUT Study Group, Alisa Higgins, Ary Serpa Neto, Karina Brady, Erica Wood, Alexis Poole, Tony Trapani, Meredith Young, Jamie Cooper, Paul Secombe, Graham Reece, Prashanti Marella, David Brewster, Alan Rashid, Ruwan Suwandarathne, Raman Azad, Jonathan Barrett, Elisha Turner, Amber‐Louise Poulter, Lixian Chen, Vishwanath Biradar, Christina Whitehead, Sandra Peake, Alexis Tabah, Stephanie O'Connor, Michael Reade, Guido Janssen, Richard McAllister, Katherine Triplett, David Bowen, Hergen Buscher, John Santamaria, Dinesh Parmar, Paul Power, Craig French, David Bowen, Matthew Mac Partlin, David Bowen, Md Motiul Islam, Injamam Ull Haque, Alain Roman, Višnja Ikic, Slavica Kvolik, Robert Bojčić, Kazimir Juričić, Martin Duksa, Lukáš Bílek, Igor Satinsky, Jan Zatloukal, Lene Russell, Morten H. Bestle, Christian S. Meyhoff, Ana Maria Diaz‐Medina, Verónica Llumiquinga, Hernán Aguirre‐Bermeo, Heinert Enmanuel Gonzabay‐Campos, Mohamed Elbahnasawy, Xavier Chapalain, Charlène Le Moal, Pierre‐Yves Egreteau, Yoann Launey, Florian Reizine, Florence Boissier, Reignier Jean, Stephan Ehrmann, Eddy Lebas, Gaelle Corno, Pauline Cailliez, Pierre Garçon, Guillaume Carteaux, Antoine Kimmoun, Johann Auchabie, Danai Theodoulou, Stavros Aloizos, Eleftherios Papadakis, Konstantinos Tsakalis, Giorgos Marinakis, Ioannis Georgakas, Paraskevi Tripolitsioti, Sofia Nikolakopoulou, Georgios Papathanakos, Evangelia Tsika, Ourania Mousafiri, Athanasios Prekates, Georgia Micha, Athina Lavrentieva, Theodoros Aslanidis, Athina Palaiologou, Clementine Bostantzoglou, Evangelia Dikoudi, Silia Karaouli, Sophia Pouriki, Swapna Vijayakumaran, Darshana Rathod, Venkat Raman Kola, Deepak Jeswani, Gopalakrishna Kadarapura Nanjundaiah, Amol Hartalkar, Ata Mahmoodpoor, Marwah Abdulkhaleq, Mariachiara Ippolito, Antonella Cotoia, Marco Covotta, Sanfilippo Filippo, Ehab Ishteiwy, Hebtallah Benzarti, Ahmed Elmabri Mohammed Bouhuwaish, Alya Abdalhadi, Ahmad Buimsaedah, Eman Ali Abdulwahed, Khalil Tamoos, Eman Younes, Asma Abubakr Saleh Alkamkhe, Marwa Biala, Hajer Abdalla Mohammed Hwili, Najat Shaban Ben Hasan, Bushray Alhadi Almiqlash, Mawadda Altair, Rema Otman, Mohamed Fathi Al Gharyani, Omlez Mohammed Alkeelani, Hibah Bakeer, Azah Mukhtar Omar Affat, Husayn Aween, Aihab Benamwor, Mohamed Alsori, Najwa Abdelrahim, GHANNAM Abdelilah, Rachael Parke, Yan Chen, Jan Mehrtens, Pawel Twardowski, Ross Freebairn, Rima Song, Charles Gibson, Jonathan Chen, Richard Moore, Mary Rose Sol Cruz, Anna Wludarczyk, Łukasz Krzych, Marta Szczukocka, Marcin Kubiak, Maciej Molsa, Magdalena Wujtewicz, Agnieszka Wieczorek, Agnieszka Misiewska‐Kaczur, Dariusz Onichimowski, Jakub Mazur, Pawel Zatorski, Ana Marta Mota, Joana Fernandes, Diana Castro, Elisabete Coelho, Alexandra Paula, Teresa Guimarães, Diana Adrião, Igor Mark, Elizabeta Mušič, Tomislav Mirković, Andrej Markota, Natalija Krope, Marko Kmet, Petra Forjan, Tomaž Savli, Gerardo Aguilar, Rebeca González‐Celdrán, Estefanía Martínez‐González, Agustín Díaz, María José Colomina, Francisco Hidalgo, Carlos Ferrando, Raquel Ferrandis, Carolina Ferrer, Virginia Cegarra, Aurelio Gómez‐Luque, Stina Henman, Disa Blomstrand, Emelie Risberg, Natalie Johansen, Henrik Rajala, Natalie Layous, Eline A. Vlot, Michiel Erkamp, Nicole Juffermans, Claudia van den Oord, Jimmy Schenk, Merijn Reuland, Stefan van Wonderen, Caroline Schaap, Lidija Kuznecova‐Keppel Hesselink, Victor van Bochove, Murat Acarel, Evren Senturk, Mahmut Alp Karahan, Aynur Camkiran Firat, Yahya Yildiz, Osman Ekinci, Asu Ozgultekin, Huseyin Arikan, Gamze Kucukosman, Bengu Gulhan Aydin, Mehmet Yavuz, Alev Oztas, Nilgun Kavrut Ozturk, Umut Sabri Kasapoglu, Hakan Miniksar, Eylem Tuncay, Cenk Indelen, Halide Ogus, Basar Erdivanli, Ayca Sultan Sahin, Mehmet Yilmaz, Erken Sayan, Canan Yilmaz, Senay Goksu, Betul Basaran, Emine Kutahya, Ayfer Kaya Gok, Ayse Ozcan, Iskender Kara, Seyfi Kartal, Kemal Tolga Saracoglu, Yeliz Bilir, Selin Eyupoglu, Nigar Ertugrul Oruc, Kubilay Issever, Jamie Patel, Jayson Clarke, Louise Ma, Tom Lawton, Brendan Sloan, Santhana Kannan, Richard Innes, Mark Carpenter, Luke Newey, Hazem Alwagih, Chris Acott, Anil Hormis, James Herdman, Osama Akrama, Rachel Baumber, Olena Khomenko, Akram Khan, Zubair Hasan, Jay S. Raval, Lauren Sutherland   +288 more
wiley   +1 more source

The dependency structure of international commodity and stock markets after the Russia-Ukraine war. [PDF]

PLoS One
Zhang C, Liu S, Qin M, Gao B.
europepmc   +1 more source

GARCH(p,q)型Black=Scholesモデルによる株式オプションプレミアムの推計

, 1999
光生 足立
openalex   +2 more sources

Forecasting Carbon Prices: A Literature Review

Journal of Forecasting, Volume 45, Issue 2, Page 496-529, March 2026.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis, Dimitris Christopoulos, George Tzougas   +2 more
wiley   +1 more source

Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]

J Appl Stat
Mendes FHPES, Turatti DE, Pumi G.
europepmc   +1 more source

ARCH, GARCH and EGARCH Models: Applications to Financial Series [PDF]

, 2008
Marta Casas, Edilberto Cepeda
openalex  

A Two‐Stage NLP‐Driven Framework for Interval‐Valued Carbon Price Prediction Using Sentiment Analysis and Error Correction

Journal of Forecasting, Volume 45, Issue 2, Page 806-818, March 2026.
ABSTRACT Accurate predictions of carbon prices are essential for efficient administration and stable operation of carbon markets. Previous studies have mostly focused on point or interval predictions based on point‐valued data. These approaches insufficiently capture the full extent of market volatility.
Di Sha, Xianyi Zeng, Arne Johannssen, Ruolin Wang, Kim Phuc Tran   +4 more
wiley   +1 more source