Hedging Effectiveness of Total Returns Swaps: Application to the Japanese Market [PDF]
The development of the real estate swap market offers many opportunities for investors to adjust the exposure of their portfolios to real estate. A number of OTC transactions have been observed in markets around the world.
Charles Ward, Yoshiki Kago
core
Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums
Journal of Futures Markets, EarlyView.ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley +1 more source
The impact of currency market shocks on global bond fund returns and volatility
Borsa Istanbul ReviewThis study employs advanced econometric models—TVP-SV-VAR, BEKK-MGARCH, DCC)-MGARCH, and WQR models—to analyse the exchange rate sensitivity of global bond ETFs.
Zheng Lü +4 more
doaj +1 more source
Assessing the influence of spot price predictability on electricity futures hedging [PDF]
A common feature of energy prices is that spot price changes are partially predictable due to weather and demand seasonalities. This paper follows the Ederington and Salas (2008) framework and considers the expected change in spot prices when minimum ...
Torro, Hipolit
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Human Resource Management, EarlyView.ABSTRACT Compensation plays a pivotal role in shaping employee behavior, motivation, and well‐being. Although extant research has explored various dimensions of compensation, questions about how important pay is to employees and concerns (on the part of employers and/or employees) about the unintended negative (in addition to intended positive ...
Barry Gerhart, Ji Hyun Kim, Shan He
wiley +1 more source
Examining the hedge performance of US dollar, VIX, and gold during the coronavirus pandemic: Is US dollar a better hedge asset? [PDF]
PLoS One, 2023 Yun SJ, Choi SY, Kim YS.
europepmc +1 more source
Hedging Effectiveness of U.S. Wheat Futures Markets [PDF]
Futures markets as a tool for risk management have become increasingly important in recent years. The effectiveness of hedging in the U.S. wheat futures market is evaluated in this study.Marketing,
Wilson, William W.
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Research progress on the depth of anesthesia monitoring based on the electroencephalogram
Ibrain, 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
The Shape of the Optimal Hedge Ratio: Modeling Joint Spot-Futures Prices using an Empirical Copula-GARCH Model [PDF]
Commodity cash and futures prices have been rising steadily since 2006. As evidenced by the April 2008 Commodity Futures Trading Commission Agricultural Forum, there is much concern among traditional futures and options market participants that the ...
Power, Gabriel J., Vedenov, Dmitry V.
core +1 more source
Sustainability Performance and Corporate Risk: Evidence From the Tourism Industry
International 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