Risk Forecasting in Shipping Exchange‐Traded‐Fund (ETF) Markets
ABSTRACT This article examines the risk properties of freight‐derivative‐based exchange‐traded funds (ETFs), focusing on the Breakwave Dry Bulk Shipping ETF (BDRY), and evaluates the accuracy of Value‐at‐Risk (VaR) and Expected Shortfall (ES) forecasts across a range of econometric models.
Christos Katris +2 more
wiley +1 more source
Radiomic Characterization of Breast Tissue from Breast CT Images Obtained with Synchrotron Beams. [PDF]
Perez-Diaz M +7 more
europepmc +1 more source
Stock Price Deviations From Fundamentals Levels: Mis‐Valuation due to Investor Overconfidence?
ABSTRACT We use the Residual Income Valuation Model to obtain fundamental values for sample stocks in six Eurozone markets. We then estimate the deviation between the fundamental values and actual stock prices. Subsequently, we examine whether these deviations can be systematically explained by business cycle trends, trends in local economic sentiment,
Stella N. Spilioti +1 more
wiley +1 more source
Histogram analysis of diffusion kurtosis imaging for T restaging and predicting complete response of locally advanced rectal cancer following neoadjuvant immunotherapy. [PDF]
Jin Z +13 more
europepmc +1 more source
Asymmetric Long‐Run Effects of Monetary Policy on Generational Inequality
ABSTRACT This paper investigates the asymmetric long‐run effects of reversing contractionary monetary policy to expansionary policy on generational inequality in the UK using non‐linear autoregressive distributed lag (NARDL). The results show that there exists a long‐term relationship between monetary policy and income, consumption, and wealth ...
Aminat A. Raheem
wiley +1 more source
Evaluating Scoring Mechanisms for Measuring the Stroop Effect in Individuals With Down Syndrome. [PDF]
Denne E +4 more
europepmc +1 more source
ABSTRACT This study investigates the evolving integration of 10 major Asian stock markets with key global and regional financial centres, namely, the U.S., China, the E.U., and a constructed Asia centroid. Incorporating all four statistical moments (mean, variance, skewness, and kurtosis), we compute pairwise Euclidean distances to evaluate the degree ...
Burak Korkusuz +3 more
wiley +1 more source
An Unsupervised Deep Learning Framework for Quantitative Breast Density Estimation from Mammograms. [PDF]
Alhusari K, Dhou S.
europepmc +1 more source
Heating the Inflation Inequality in Greece
ABSTRACT The aim of the current study is twofold. First, we assess the household inflation inequality in Greece not only across different income groups but also across other households' social and economic characteristics, such as occupational status and household composition, among others.
Stavros Degiannakis +2 more
wiley +1 more source
Experimental Study on Time-Frequency Analysis of Vibration Signals from an Active De-Icing Exciter on Transmission Lines. [PDF]
Fan D, Zhao B, Li M, Wang H, Ding L.
europepmc +1 more source

