Results 191 to 200 of about 184,957 (285)

Development of the Cesarean Section Clinical Pathway Model: Not Examining Cesarean Section Comprehensively [Response to Letter]. [PDF]

Clinicoecon Outcomes Res
Aladin A, Taifur WD, Aljunid SM, Ocviyanti D.   +3 more
europepmc   +1 more source

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

Can household energy efficiency dampen crude oil price volatility in the United States? [PDF]

PLoS One
Usman O, Ozkan O, Nwani C, Bekun FV, Alola AA.   +4 more
europepmc   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

Coping and emotions of global higher education students to the Ukraine war worldwide. [PDF]

Sci Rep
Raccanello D, Burro R, Aristovnik A, Ravšelj D, Umek L, Vicentini G, Hall R, Buizza C, Buzdar MA, Chatterjee S, Cucari N, Dobrowolska B, Ferreira-Oliveira AT, França T, Ghilardi A, Inasius F, Kar SK, Karampelas K, Kuzyshyn A, Lazăr F, Machin-Mastromatteo JD, Malliarou M, Marques BP, Méndez-Prado SM, Mollica C, Obadić A, Olaniyan OF, Rodrigues AS, Sbravati G, Vasić A, Zamfir AM, Tomaževič N.   +31 more
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

Prevention of gender-based violence in climate crises: entrenching feminist finance. [PDF]

Front Glob Womens Health
Bhardwaj V.
europepmc   +1 more source

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, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

The effect of macroeconomic shocks on non-performing loans and credit risk in the iranian banking system using time-varying parameter vector autoregressions. [PDF]

PLoS One
Peykani P, Sargolzaei M, Oprean-Stan C, Kamyabfar H, Reghabi A.   +4 more
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