Hedging Cash Flows from Commodity Processing [PDF]
Agribusinesses make long-term plant-investment decisions based on discounted cash flow. It is therefore incongruous for an agribusiness firm to use cash flow as a plant-investment criterion and then to completely discard cash flow in favor of batch ...
Dahlgran, Roger A.
core +1 more source
Interstage market spillovers of the photovoltaic industry chain in China. [PDF]
Wang J, Li L, Shen T.
europepmc +1 more source
Hedging Effectiveness of Constant and Time Varying Hedge Ratio in Indian Stock and Commodity Futures Markets [PDF]
This paper examines hedging effectiveness of futures contract on a financial asset and commodities in Indian markets. In an emerging market context like India, the growth of capital and commodity futures market would depend on effectiveness of ...
Pandey, Ajay
core
Modeling farmer responses to reservoir operation policies using agent based analysis of risk behavior and irrigation adoption. [PDF]
Ebrahimi E, Shourian M.
europepmc +1 more source
A Bivariate Markov Regime Switching GARCH Approach to Estimate Time Varying Minimum Variance Hedge Ratios [PDF]
This paper develops a new bivariate Markov regime switching BEKK-GARCH (RS-BEKK-GARCH) model. The model is a state-dependent bivariate BEKK- GARCH model, and an extension of Gray’s univariate generalized regime- switching (GRS) model to the bivariate ...
Hsiang-Tai Lee, Jonathan Yoder
core
On the hedge and safe-haven abilities of bitcoin and gold against blue economy and green finance assets during global crises: Evidence from the DCC, ADCC and GO-GARCH models. [PDF]
Manzli YS +4 more
europepmc +1 more source
Jump starting GARCH: pricing and hedging options with jumps in returns and volatilities [PDF]
This paper considers the pricing of options when there are jumps in the pricing kernel and correlated jumps in asset returns and volatilities. Our model nests Duan’s GARCH option models, where conditional returns are constrained to being normal, as well ...
Jin-Chuan Duan +2 more
core
CLAS-Net: A study on cross-lingual intelligent sentiment analysis model fusing semantic alignment. [PDF]
Wang JQ.
europepmc +1 more source
Ethical Risks and Structural Implications of AI-Mediated Medical Interpreting. [PDF]
Lopez Vera A.
europepmc +1 more source
Cell-to-Cell and Patient-to-Patient Variability in Antimicrobial Resistance. [PDF]
Huang X, Huang J, Zhong CC, Wong MCS.
europepmc +1 more source

