Results 111 to 120 of about 4,261 (299)

Forecasting of daily dynamic hedge ratio in agricultural and commodities’ futures markets: evidence from Garch models

, 2012
This thesis investigates the predictive power of six bivariate GARCH-CCC (constant conditional correlation) models; the GARCH (1, 1), BEKK GARCH (1, 1), GARCH-X (1, 1), BEKK-X (1, 1), GARCH-GJR (1, 1) and QGARCH (1, 1) based on both normal and student’s ...
Zhang, Yuanyuan
core  

Measuring Hedge Effectiveness for FAS 133 Compliance [PDF]

, 2002
Financial Accounting Standard (FAS) 133 requires business entities to document their anticipation of hedge effectiveness in order to qualify for hedge accounting treatment of gains and losses from financial derivatives.
Koch, Paul D., Charnes, John M., Berkman, John   +2 more
core  

Time-varying hedge ratios for non-ferrous metals prices

, 2005
This paper examines the effectiveness of time-varying bivariate GARCH and GARCH-X determined hedge ratios for six non-ferrous metals cash-futures portfolios against time-invariant alternatives.
McMillan, David
core   +1 more source

Functional Blood‐Brain Barrier Crossing by Biomimetic M13 Phage Vectors for Targeted Neuronal Delivery

Advanced Healthcare Materials, EarlyView.
This study investigates the M13 bacteriophage as a biomimetic nanovector capable of crossing in vitro models of the blood–brain barrier. By exploiting peculiar transcellular pathways, M13 avoids lysosomal degradation and preserves its structural integrity and functionality.
Silvia Vercellino, Lucia Pappagallo, Francesca De Chirico, Luca Boselli, Hazem Ahmed, Luca Spagnoletti, Giovanni Pittaluga, Paolo Emidio Costantini, Matteo Calvaresi, Pier Paolo Pompa, Alberto Danielli, Fabio Benfenati, Valentina Castagnola   +12 more
wiley   +1 more source

The Dynamic International Optimal Hedge Ratio

Instead of modeling asset price and currency risks separately, this paper derives the international hedge portfolio, hedging asset price and currency risk simultaneously for estimating the dynamic international optimal hedge ratio.
Liu, Xiaochun, Jacobsen, Brian
core  

Standardized Effect Measures Informing Next‐Generation Strategies for Mechanical Stimulation in Cartilage Tissue Engineering

Advanced Healthcare Materials, EarlyView.
This systematic review quantitatively compares conventional mechanical stimulation strategies in cartilage tissue engineering across 85 heterogeneous in vitro studies. Applying standardized effect measures, meta‐analysis reveals that combined compression and shear loading optimally promotes cartilage matrix development.
Jiaqi K. Shen, Tony B. Huang, Catherine E. Davey, Elias Salzer, Gerjo J. V. M. Van Osch, Sandra J. Shefelbine, Marcus G. Pandy, Kathryn S. Stok   +7 more
wiley   +1 more source

Bacteria‐Responsive Nanostructured Drug Delivery Systems for Targeted Antimicrobial Therapy

Advanced Materials, EarlyView.
Bacteria‐responsive nanocarriers are designed to release antimicrobials only in the presence of infection‐specific cues. This selective activation ensures drug release precisely at the site of infection, avoiding premature or indiscriminate release, and enhancing efficacy.
Guillermo Landa, Gracia Mendoza, Silvia Irusta, Manuel Arruebo   +3 more
wiley   +1 more source

Comparing Hedging Effectiveness: An Application of the Encompassing Principle

An empirical methodology is developed for statistically testing the hedging effectiveness among competing futures contracts. The presented methodology is based on the encompassing principle, widely used in the forecasting literature, and applied here to ...
Sanders, Dwight R., Manfredo, Mark R.
core  

Hedging Effectiveness under Conditions of Asymmetry

, 2005
We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts.
Cotter, John, Hanly, Jim
core  

Mesoporous Silica Nanoparticles in Biomedicine: Advances and Prospects

Advanced Materials, EarlyView.
Mesoporous silica nanoparticles offer unique properties like high surface area, tunable pores, and functionalization. They excel in drug delivery, tissue engineering, and stimuli‐responsive therapies, enabling targeted and controlled treatments. With roles in cancer therapy and diagnostics, their clinical translation requires addressing challenges in ...
Miguel Manzano, María Vallet‐Regí
wiley   +1 more source