Results 131 to 140 of about 26,165 (249)

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Ready‐to‐Use Jackfruit Pulp Packaged in Retort Pouch: Deterioration Kinetics and Principal Component Analysis‐Mediated Selection of Quality Product

Future Postharvest and Food, EarlyView.
ABSTRACT Unveiling the performance of retort‐processed foods in terms of deteriorative quality changes during extended storage has been a subject of limited research. Therefore, a point in case is the retort‐processed ripe jackfruit pulp that has garnered scanty or nil reports.
Dipom Saikia, Deepanshu Kansal, Madhumita Barooah, Bhabesh Deka, Abhijit Borah, Moloya Gogoi, Manashi Das Purkayastha   +6 more
wiley   +1 more source

Prior perceived losses and investment objectives after stock market crisis: a moderated-mediation model of risk tolerance and loss aversion. [PDF]

SN Bus Econ, 2022
Khan MTI.
europepmc   +1 more source

The Role of Price‐Volatility Cojumps in Volatility Forecasting

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether simultaneous jumps in prices and volatility improve volatility forecasting. Using up‐to‐date high‐frequency S&P 500 and VIX data, we identify price‐volatility cojumps at the intraday granularity and construct upside, downside, and asymmetric measures.
Kefu Liao
wiley   +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

The Negative Association Between Positive Psychological Wellbeing and Loss Aversion. [PDF]

Front Psychol, 2021
Koan I, Nakagawa T, Chen C, Matsubara T, Lei H, Hagiwara K, Hirotsu M, Yamagata H, Nakagawa S.   +8 more
europepmc   +1 more source

Asymmetric Information With Multiple Risks: The Case of the Chilean Private Health Insurance Market

Health Economics, EarlyView.
ABSTRACT We extend the Rothshild and Stiglitz (1976) model to two sources of risk –inpatient and outpatient risk– to better proxy real‐world health insurance markets. We uncover an interesting theoretical possibility: Take individuals A and B, who are low risks in, say, the inpatient dimension but A is riskier in the outpatient dimension.
Dolores de la Mata, Matilde P. Machado, Pau Olivella, Nieves Valdés   +3 more
wiley   +1 more source

Loss aversion and the limits of breastfeeding promotion: a behavioral policy perspective. [PDF]

Int Breastfeed J
Bessey D.
europepmc   +1 more source

No group differences in Traditional Economics Measures of loss aversion and framing effects in bipolar I disorder. [PDF]

PLoS One, 2021
Anderson Z, Fairley K, Villanueva CM, Carter RM, Gruber J.   +4 more
europepmc   +1 more source

A unifying account of loss aversion and loneliness: from neurocognitive bases to affective dysfunction. [PDF]

Front Psychol
Arioli M, Cattaneo Z, Canessa N.
europepmc   +1 more source