Results 111 to 120 of about 41,412 (327)

Hedging effectiveness of bitcoin on latin American equity indices: A multiscale analysis based on wavelets

, 2022
Jesús Cuauhtémoc Téllez Gaytán, Aqila Rafiuddin   +1 more
openalex   +1 more source

MINIMUM VARIANCE HEDGING AND THE ENCOMPASSING PRINCIPLE: ASSESSING THE EFFECTIVENESS OF FUTURES HEDGES [PDF]

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 ...
Manfredo, Mark R., Sanders, Dwight R.
core   +1 more source

Are single‐item global rating scales the same, better, or worse than multi‐item scales in epilepsy: A scoping review and meta‐analysis

Epilepsia, EarlyView.
Abstract Objective To examine the performance of single‐item global ratings (SIGRs) and multi‐item scales (MISs) in epilepsy research, and assess the influence of diverse constructs, study designs, and statistical methods. Methods Systematic scoping review following Preferred Reporting Items for Systematic reviews and Meta‐Analyses (PRISMA) and Joanna ...
Ann Subota, Mandavi Kashyap, Samuel Wiebe   +2 more
wiley   +1 more source

An empirical analysis of the hedging effectiveness of currency futures [PDF]

Existing research on the hedging effectiveness of currency futures assumes that futures positions are continuously adjusted. This is an unrealistic assumption in practice.
Jong, A. de, Roon, F.A. de, Veld, C.H.
core   +1 more source

Cognition in adults with bottom‐of‐sulcus dysplasia and the consequences of focal resection

Epilepsia, EarlyView.
Abstract Objective To determine whether there are cognitive consequences of bottom‐of‐sulcus dysplasia (BOSD) when assessed as adults and whether focal resection of these lesions leads to change in cognition. Methods We studied 42 adults, of whom 39 underwent focal resection targeting the lesion.
Carmen J. Zheng, David Weintrob, Marie O'Shea, Graeme D. Jackson, Chris Tailby   +4 more
wiley   +1 more source

THE DYNAMIC HEDGING EFFECTIVENESS FOR SOYBEAN FARMERS OF MATO GROSSO WITH FUTURES CONTRACTS OF BM&F [PDF]

Dynamic hedging effectiveness for soybean farmers in Rondonópolis (MT) with futures contracts of BM&F is calculated through optimal hedge determination, using the bivariate GARCH BEKK model, which considers the conditional correlations of the prices ...
Caldarelli, Carlos Eduardo, Rocha, Waldemar Antonio da   +1 more
core   +1 more source

Hedging in Field Theory Models of the Term Structure

, 2002
We use path integrals to calculate hedge parameters and efficacy of hedging in a quantum field theory generalization of the Heath, Jarrow and Morton (HJM) term structure model which parsimoniously describes the evolution of imperfectly correlated forward
Andrew Matacz, Belal E. Baaquie, Belal E. Baaquie, Belal E. Baaquie, Belal E. Baaquie, D. P. Kennedy, D. P. Kennedy, E. Eberlein, J.-P. Bouchaud, Marakani Srikant, Pedro Santa-Clara, Robert Goldstein, Robert Jarrow, Tomas Bjork, Tomas Bjork   +14 more
core   +1 more source

Early Response to an Integrated Family and Adolescent‐Focussed Treatment for Anorexia Nervosa and Atypical Anorexia Nervosa

European Eating Disorders Review, EarlyView.
ABSTRACT Objective Recovery rates for adolescent anorexia nervosa (AN) remain poor, requiring creativity within the field to explore alternative treatment options. One novel, evidence‐informed approach integrates both family/parent and individual adolescent‐focussed treatment components, through an individualised developmental lens. This study aimed to
Marion E. Roberts, Sarah L. Brandeis
wiley   +1 more source

Dynamic relationships, investment performance, and hedging efficacy: Insights from marine shipping equities and major financial asset classes during black swan events

Transportation Research Interdisciplinary Perspectives
Amid the turbulent periods of the COVID-19 outbreak and the war in Ukraine, this study investigates the dynamic relationships, portfolio performance, and hedging effectiveness of marine equities in relation to key asset classes—namely commodities, stocks,
Ghulame Rubbaniy, Aktham Maghyereh, Walid Cheffi, Ali Awais Khalid   +3 more
doaj   +1 more source

Commodity Futures Contract Viability: A Multidisciplinary Approach [PDF]

We propose a development process of commodity futures contracts in which the decisions and wishes of potential customers are investigated simultaneously with the necessary technical properties that need to be met for trading to take place.
Joost M.E. Pennings, Raymond M. Leuthold
core