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
Abstract Background Parent‐led, preschool language interventions may help to mitigate the risk of poor language and literacy outcomes associated with lower socioeconomic status. This study builds on two previous evaluations of a parent‐led early language teaching programme, which demonstrated mixed findings.
Kelly Burgoyne +6 more
wiley +1 more source
Interstage market spillovers of the photovoltaic industry chain in China. [PDF]
Wang J, Li L, Shen T.
europepmc +1 more source
Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels. [PDF]
Umar Z, Choi SY, Teplova T, Sokolova T.
europepmc +1 more source
Steroidopathies and hormonal imbalance in children and adolescents with autism spectrum disorder
Abstract Background Autism Spectrum Disorder (ASD) is a complex neurodevelopmental condition with a multifactorial etiology, many aspects of which remain unclear. Emerging evidence suggests a potential association between ASD and clinical manifestations resulting from hormonal imbalances, henceforth named “steroidopathies.” The present study aims to ...
Concetta de Giambattista +5 more
wiley +1 more source
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
Optimal hedging in European electricity forward markets. [PDF]
This article is concerned with modeling the dynamic and distributional properties of daily spot and forward electricity prices across European wholesale markets. Prices for forward contracts are extracted from a unique database from a major energy trader
Le Pen, Yannick, Sévi, Yannick
core
Our umbrella synthesis found strong, often equivalent, associations between child maltreatment and all examined mental health difficulties. Different types of maltreatment appear to have comparably negative effects on mental health. If replicated, these findings may cause us to reconsider conventional wisdom that suggests some forms of CM are less ...
Barry Coughlan +7 more
wiley +1 more source
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

