Results 211 to 220 of about 3,804 (302)

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu   +3 more
wiley   +1 more source

AN EVALUATION OF PRICING PERFORMANCE AND HEDGING EFFECTIVENESS OF THE BARLEY FUTURES MARKET

open access: yes
This paper investigates the pricing efficiency and hedging effectiveness of the Winnipeg barley futures market, using the Chicago corn futures market as a norm. Several tests of pricing efficiency were conducted and the stability of the basis was studied.
Carter, Colin A.
core  

Predicting EU Emissions Allowance Prices Using Macroeconomic Indicators and Hybrid AI Models

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Predicting carbon allowance prices has grown more crucial in relation to carbon market regulation, financial strategy, and environmental policy development. This study examines a hybrid forecasting system that combines deep learning with ensemble machine learning models to forecast the price fluctuations of EU Emissions Allowance (EUAs) within
Saptarshi Ganguly   +2 more
wiley   +1 more source

Time‐Varying Skewness–Kurtosis Dynamics in Bitcoin Markets

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper examines the relationship between skewness and kurtosis in Bitcoin spot and futures markets using high‐frequency data. We document a strong convex skewness–kurtosis relationship consistent with theoretical moment restrictions. Trading activity is positively associated with realized kurtosis, particularly in futures markets, though ...
Ariston Karagiorgis, Antonis Ballis
wiley   +1 more source

Molecular Palaeontology Prospects From Exceptionally Preserved Eocene Brackish‐Water Bivalve Batissa sitakaraensis (Venerida: Corbiculidae) From Hokkaido, Japan

open access: yesGeological Journal, EarlyView.
This study reports the exceptional preservation of the Eocene freshwater bivalve Batissa sitakaraensis from Hokkaido, Japan. Multimodal analyses reveal that both the aragonitic shell mineralogy and the delicate organic periostracum retain their original structural and chemical characteristics after millions of years.
Taro Yoshimura   +4 more
wiley   +1 more source

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