Results 121 to 130 of about 41,412 (327)
Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence
Energy Science &Engineering, EarlyView.Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek +3 more
wiley +1 more source
The effectiveness of cross-currency hedging [PDF]
, 2004 This study examines the effectiveness of cross-currency hedging compared to that of forward hedging and money market hedging. It is demonstrated that cross-currency hedging is not only less effective than forward and money market hedging but also that it
Moosa, I
core
Energy Science &Engineering, EarlyView.ABSTRACT To promote the development of renewable energy, China re‐implemented the Chinese Certified Emission Reduction (CCER) policy in 2023. This study explores certificated CO2 and air pollutants (i.e., NOx, SO2 and particulate matter (PM)) emissions reductions from China's solar thermal power (STP) industry at national scale and conducts the ...
Yun Li +3 more
wiley +1 more source
COMPARING THE PERFORMANCES OF THE PARTIAL EQUILIBRIUM AND TIME-SERIES APPROACHES TO HEDGING [PDF]
This research compares partial equilibrium and statistical time-series approaches to hedging. The finance literature stresses the former approach, while the applied economics literature has focused on the latter.
Bryant, Henry L., Haigh, Michael S.
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Food Chemistry International, EarlyView.PBMA products were studied for their lipid stability, texture profiles and physicochemical properties under recommended refrigerated storage conditions. Lipid tests showed no indicators of lipid oxidation in the PBMA products after refrigerated storage; however, significant changes were observed in their textural and physicochemical properties ...
Owen Miller +2 more
wiley +1 more source
Robustness of Gaussian Hedges and the Hedging of Fixed Income Derivatives [PDF]
The effect of model and parameter misspecification on the effectiveness of Gaussian hedging strategies for derivative financial instrumens is analyzed, showing that Gaussian hedges in the "natural" hedging instruments are particularly robust.
A. Dudenhausen +2 more
core
When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
Journal of Forecasting, EarlyView.ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source
Hedging Effectiveness around USDA Crop Reports [PDF]
It is well documented that “unanticipated” information contained in USDA crop reports induces large price reactions in corn and soybean markets. Thus, a natural question that arises from this literature is: To what extent are futures hedges able to ...
McKenzie, Andrew M., Singh, Navinderpal
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A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets
Journal of Forecasting, EarlyView.ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley +1 more source
Estimating the Hedging Effectiveness of Treasury Bill Futures: An Alternative Approach
, 1982 Patrick M. Parkinson
openalex +1 more source