The Reaction of Corn Futures Markets to US and Brazilian Crop Reports
ABSTRACT The purpose of this study is to examine the impact of US (WASDE) and Brazilian (CONAB) crop reports on corn futures prices and trading volumes in both the US and Brazilian markets. Employing an intraday announcement analysis, we investigate how return volatilities and trading volumes respond to the release of these reports.
Rodrigo Lanna Franco da Silveira+4 more
wiley +1 more source
Negotiating Medicare Drug Prices: A New Attempt to Control Purchase Prices. [PDF]
Rodwin MA.
europepmc +1 more source
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets
ABSTRACT This paper investigates the mean, volatility, skewness, and kurtosis of price spillovers from the natural gas, coal, and CO2 emissions markets into the German electricity market from 2010 to July 2023, segmented into three periods: pre‐Russo‐Ukrainian war, war‐triggered price rise, and postwar adjustment. Utilizing a flexible probability model
Filippos Ioannidis+2 more
wiley +1 more source
From caregiving burden to income transformation: intergenerational employment effects of long-term care insurance. [PDF]
Li Z, Zheng L, Xu H.
europepmc +1 more source
The Silent Disco—Speculation in Bearish Commodity Markets and the Role of Liquidity
ABSTRACT This paper analyzes the possibility of speculative traders influencing the prices of commodity futures in the presence of liquidity constraints. We identify phases of price explosiveness following Phillips, Shi, and Yu and use a series of multinomial logistic models to analyze the influence of speculators on the probability of these explosive ...
Chanaka N. Ganepola+1 more
wiley +1 more source
The Power of 'Publicness' Discourse: An Analysis of Counter-Hegemonic Formation Against Health System Privatisation. [PDF]
Ha J, Kim CY.
europepmc +1 more source
Commodity Option Return Predictability
ABSTRACT This paper investigates the predictability of delta‐hedged commodity option returns using 103 predictors. We estimate several linear and nonlinear machine learning models and forecast ensembles using futures options data on seven commodities.
Constant Aka+2 more
wiley +1 more source
China's coordinated tripartite medical reform: strategic balancing of interests among pharmaceuticals, healthcare, and health insurance. [PDF]
Gong H, Wu W, Li J, Wu B, Gao M, Yang Y.
europepmc +1 more source
Skewness Premium for Short‐Term Exposure to Squared Market Returns
ABSTRACT Following Kraus and Litzenberger, the skewness of stock returns is often modeled as exposure to the square of the market return. We use a trading strategy in S&P 500 options that creates exposure to the square of the S&P 500 return without affecting other characteristics of a direct index investment.
Martin Wallmeier
wiley +1 more source