On the Comovement of Contango and Backwardation Across Futures Commodity Markets
Journal of Futures Markets, EarlyView.ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi +2 more
wiley +1 more source
A python's embrace? Insurance and the global clinical trial. [PDF]
Health Res Policy SystWinters J.
europepmc +1 more source
Why Do Hedgers Hedge? The Role of Ambiguity
Journal of Futures Markets, EarlyView.ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley +1 more source
Enhancing the support of China's long-term care insurance system for parents of the only child. [PDF]
Front Public HealthWu W, Zhou R.
europepmc +1 more source
Quadratic Hedging of American Options Under GARCH Models
Journal of Futures Markets, EarlyView.ABSTRACT American options are widely traded in financial markets, yet there is a scarcity of literature on hedging in incomplete markets. In this paper, we derive optimal hedging ratios and option values using Local Risk Minimization (LRM) and Global Risk Minimization (GRM) hedging strategies through dynamic programming.
Junmei Ma, Chen Wang, Wei Xu
wiley +1 more source
Research on the impact of family doctor contract services on the willingness of residents' first choice of medical institutions for treatment-empirical analysis based on PSM. [PDF]
BMC Health Serv ResWang G +7 more
europepmc +1 more source
Multifactorial Screening for Fine‐Scale Selection of CCS Industrial Clusters and Hubs in Brazil
Greenhouse Gases: Science and Technology, EarlyView.ABSTRACT As Brazil moves toward implementing its decarbonization commitments, carbon capture and storage (CCS) hubs are emerging as a key pathway for large‐scale CO2 abatement in hard‐to‐abate sectors. This paper presents a multifactorial, data‐driven framework to screen and prioritize potential CCS industrial clusters and hubs across Brazilian regions,
Gustavo P. Oliveira +5 more
wiley +1 more source
Do Stronger Employer Responsibilities Enhance Work Accommodation for Sick-Listed Workers? Evidence From a Dutch Reform. [PDF]
Health EconJansen L +3 more
europepmc +1 more source
Factors Affecting the Appropriate Angiography Prescription in Iranian Hospitals
Health Care Science, EarlyView.Graphical Abstract Factors influencing appropriate angiography prescriptions. ABSTRACT Background Inappropriate angiography prescriptions impose substantial financial and clinical burdens on healthcare systems. This study aimed to develop a comprehensive model for appropriate angiography prescription by examining supply‐and demand‐side factors in ...
Atieh Sadat Bigdeli +3 more
wiley +1 more source