Results 161 to 170 of about 143,725 (277)

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

Quadratic Hedging of American Options Under GARCH Models

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley   +1 more source

Molecular Palaeontology Prospects From Exceptionally Preserved Eocene Brackish‐Water Bivalve Batissa sitakaraensis (Venerida: Corbiculidae) From Hokkaido, Japan

open access: yesGeological Journal, EarlyView.
This study reports the exceptional preservation of the Eocene freshwater bivalve Batissa sitakaraensis from Hokkaido, Japan. Multimodal analyses reveal that both the aragonitic shell mineralogy and the delicate organic periostracum retain their original structural and chemical characteristics after millions of years.
Taro Yoshimura   +4 more
wiley   +1 more source

Research progress on the depth of anesthesia monitoring based on the electroencephalogram

open access: yesIbrain, Volume 11, Issue 1, Page 32-43, Spring 2025.
Electroencephalogram (EEG) can noninvasive, continuous, and real‐time monitor the state of brain electrical activity, and the monitoring of EEG can reflect changes in the depth of anesthesia (DOA). The development of artificial intelligence can enable anesthesiologists to extract, analyze, and quantify DOA from complex EEG data.
Xiaolan He, Tingting Li, Xiao Wang
wiley   +1 more source

Sustainability Performance and Corporate Risk: Evidence From the Tourism Industry

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of sustainability performance (Refinitiv Environmental, Social, and Governance [ESG] scores) on corporate risk (CR). We apply stakeholder theory and the resource‐based view to an international sample of 247 tourism firms from 2002 to 2018.
Omneya Abdelsalam   +4 more
wiley   +1 more source

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