Results 161 to 170 of about 41,672 (247)

AI expectation violations and learner engagement in EFL contexts: a cognitive-affective recovery model. [PDF]

Front Psychol
Yu J, Dai X, Qiu B, Guo W, Wang R, Na M.
europepmc   +1 more source

Do commodities offer diversification benefits during the COVID-19 pandemic crisis? Evidence from dynamic spillover approach. [PDF]

Heliyon
Mroua M, Lamine A.
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Resilient tree-planting strategies for carbon dioxide removal under compounding climate and economic uncertainties. [PDF]

Proc Natl Acad Sci U S A
Cho FHT, Agnolucci P, Bateman IJ, Lee CF, Lovett A, Mancini MC, Rapti C, Day BH.   +7 more
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Enigmatic Pachytene PIWI-Interacting RNAs. [PDF]

Genome Biol Evol
Xu MM, Li XZ.
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Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities. [PDF]

PLoS One
Huo C, Ferreira P, Ul Haq I.
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Explainable post hoc portfolio management financial policy of a Deep Reinforcement Learning agent. [PDF]

PLoS One
de-la-Rica-Escudero A, Garrido-Merchán EC, Coronado-Vaca M.   +2 more
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Artificial Intelligence and Nuclear Weapons Proliferation: The Technological Arms Race for (In)visibility. [PDF]

Risk Anal
Allison DM, Herzog S.
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Digital assets: risks, regulations, mitigation. [PDF]

Financ Innov
Teng HW, Härdle WK, Osterrieder J, Pele DT, Baals LJ, Papavassiliou V, Bolesta K, Kabašinskas A, Filipovska O, Thomaidis NS, Moukas AI, Goundar S, Nasir JA, Weinberg AI, Arakelian V, Truică CO, Akar M, Kabaklarlı E, Apostol ES, Iannario M, Bȩdowska-Sójka B, Skaftadóttir HK, Yildirim O, Shala A, Pisoni G, Coita IF, Korba S, Hafner CM, Schwendner P, Molnár B, Xhumari E.   +30 more
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Estimation and Hedging Effectiveness of Time‐Varying Hedge Ratio: Nonparametric Approaches

Journal of Futures Markets, 2015
AbstractMany studies have estimated the optimal time‐varying hedge ratio using futures, with most employing a bivariate generalized autoregressive conditional heteroscedasticity (BGARCH) model or a random coefficient model to estimate the time‐varying hedge ratio. However, it has been argued that when the variability of the estimated time‐varying hedge
Rui Fan, Haiqi Li, Sung Y. Park
openaire   +2 more sources

Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets

Journal of international financial markets, institutions, and money, 2023
Geopolitical uncertainty creates huge pressure on financial markets, forcing decision-makers and investors to analyze risks and manage their investment portfolios.
Lei Xu, Takuji Kinkyo
semanticscholar   +1 more source